+124.6%
XLP vs FFIV
+126.1%
-1.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | -8.1% | +8.9% | +1.9% |
| 30D | +10.3% | -33.4% | +43.6% | +16.1% |
| 3M | +6.5% | -24.7% | +31.3% | +9.9% |
| 6M | +8.4% | -8.8% | +17.2% | +8.0% |
| YTD | +18.2% | +21.8% | -3.6% | +11.4% |
| 1Y | +22.4% | +25.3% | -2.9% | +14.7% |
| 3Y | +41.9% | +101.2% | -59.3% | +18.4% |
| 5Y | +40.9% | +40.2% | +0.6% | +24.5% |
| All | +124.6% | +126.1% | -1.5% | +69.2% |
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 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