+43.4%
XLK vs FFIV
+25.9%
+17.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.9% | -1.0% | +1.8% | +1.1% |
| 30D | +0.7% | -5.1% | +5.8% | +2.0% |
| 3M | -2.9% | -4.5% | +1.5% | -1.8% |
| 6M | +34.3% | +36.5% | -2.2% | +25.9% |
| YTD | +30.4% | +53.0% | -22.6% | +20.6% |
| 1Y | +43.4% | +24.2% | +19.1% | +35.2% |
| All | +43.4% | +25.9% | +17.5% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling