+64.4%
XLF vs FFIV
+100.0%
-35.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.6% |
| 7D | -1.0% | +3.5% | -4.5% | -2.1% |
| 30D | -1.3% | -1.3% | 0.0% | -1.1% |
| 3M | +9.1% | +2.4% | +6.8% | +7.7% |
| 6M | +14.4% | +41.8% | -27.5% | +0.9% |
| YTD | +5.1% | +58.5% | -53.4% | -11.1% |
| 1Y | +8.6% | +24.3% | -15.7% | -0.6% |
| 3Y | +74.4% | +152.0% | -77.6% | +21.3% |
| 5Y | +64.4% | +99.1% | -34.8% | +19.5% |
| All | +64.4% | +100.0% | -35.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling