+42.7%
XLP vs FFIV
+39.3%
+3.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.3% |
| 7D | +3.5% | -14.2% | +17.7% | +4.7% |
| 30D | +11.6% | -33.6% | +45.2% | +15.1% |
| 3M | +7.6% | -24.2% | +31.9% | +9.5% |
| 6M | +10.0% | -8.3% | +18.3% | +9.1% |
| YTD | +19.7% | +22.1% | -2.4% | +13.8% |
| 1Y | +23.5% | +26.5% | -3.0% | +16.7% |
| 3Y | +44.0% | +102.3% | -58.4% | +21.6% |
| 5Y | +42.7% | +40.6% | +2.1% | +25.7% |
| All | +42.7% | +39.3% | +3.4% | +25.7% |
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