+120.7%
XLK vs FFIV
+151.3%
-30.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.6% |
| 7D | +2.3% | +3.5% | -1.1% | +0.9% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | +4.1% | +2.4% | +1.7% | +2.7% |
| 6M | +34.8% | +41.8% | -7.1% | +16.1% |
| YTD | +30.8% | +58.5% | -27.7% | +7.1% |
| 1Y | +42.4% | +24.3% | +18.0% | +28.8% |
| All | +120.7% | +151.3% | -30.6% | +50.1% |
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