+788.5%
XLK vs FFIV
+249.4%
+539.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -0.3% |
| 7D | +0.2% | +5.4% | -5.2% | -2.4% |
| 30D | -0.6% | -2.7% | +2.0% | +0.4% |
| 3M | +2.6% | +4.5% | -2.0% | -0.2% |
| 6M | +34.0% | +42.2% | -8.2% | +11.9% |
| YTD | +30.7% | +61.3% | -30.6% | +2.1% |
| 1Y | +39.2% | +23.0% | +16.1% | +22.9% |
| 3Y | +120.4% | +156.3% | -35.8% | +32.5% |
| 5Y | +148.8% | +102.9% | +45.9% | +64.1% |
| All | +788.5% | +249.4% | +539.1% | +365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling