+870.1%
XLI vs FFIV
+7,518.9%
-6,648.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -5.9% | -5.1% | -0.9% | -5.4% |
| 3M | -0.3% | -4.5% | +4.2% | +0.2% |
| 6M | +0.1% | +36.5% | -36.3% | -4.4% |
| YTD | +13.6% | +53.0% | -39.4% | +6.6% |
| 1Y | +17.2% | +24.2% | -7.0% | +12.9% |
| 3Y | +68.2% | +137.2% | -69.0% | +48.1% |
| 5Y | +80.7% | +91.8% | -11.0% | +62.6% |
| 10Y | +253.3% | +215.2% | +38.1% | +196.4% |
| All | +870.1% | +7,518.9% | -6,648.9% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling