+44.0%
XLP vs FFIV
+35.3%
+8.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | +7.3% | -32.4% | +39.7% | +10.5% |
| 3M | +8.1% | -25.7% | +33.8% | +10.2% |
| 6M | +10.5% | -13.5% | +24.0% | +10.3% |
| YTD | +21.2% | +21.1% | +0.1% | +15.2% |
| 1Y | +22.7% | +29.4% | -6.7% | +15.5% |
| 3Y | +44.8% | +94.9% | -50.1% | +23.1% |
| All | +44.0% | +35.3% | +8.7% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling