+101.4%
XLP vs FFIV
+214.3%
-113.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -1.0% | -0.1% | -0.9% |
| 30D | -0.9% | -5.1% | +4.2% | -0.2% |
| 3M | +3.8% | -4.5% | +8.3% | +4.2% |
| 6M | -1.7% | +36.5% | -38.2% | -7.3% |
| YTD | +10.3% | +53.0% | -42.7% | +1.6% |
| 1Y | +7.8% | +24.2% | -16.4% | +2.7% |
| 3Y | +27.2% | +137.2% | -110.0% | +5.3% |
| 5Y | +32.5% | +91.8% | -59.2% | +12.5% |
| All | +101.4% | +214.3% | -113.0% | +51.1% |
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 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