+135.9%
XLU vs FFIV
+249.4%
-113.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | -1.6% | +5.4% | -7.0% | -2.4% |
| 30D | -3.3% | -2.7% | -0.6% | -3.0% |
| 3M | -3.2% | +4.5% | -7.7% | -4.2% |
| 6M | -7.0% | +42.2% | -49.2% | -12.9% |
| YTD | +0.6% | +61.3% | -60.7% | -8.1% |
| 1Y | +2.4% | +23.0% | -20.6% | -2.1% |
| 3Y | +46.3% | +156.3% | -110.0% | +20.0% |
| 5Y | +44.0% | +102.9% | -58.9% | +21.2% |
| All | +135.9% | +249.4% | -113.5% | +76.0% |
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 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