+73.3%
XLI vs FFIV
+142.5%
-69.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | -5.9% | -5.1% | -0.9% | -4.9% |
| 3M | -0.3% | -4.5% | +4.2% | +0.5% |
| 6M | +0.1% | +36.5% | -36.3% | -8.9% |
| YTD | +13.6% | +53.0% | -39.4% | -0.7% |
| 1Y | +17.2% | +24.2% | -7.0% | +9.0% |
| All | +73.3% | +142.5% | -69.2% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling