+44.4%
XLU vs FFIV
+95.0%
-50.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -2.5% | -3.7% | +1.2% | -2.2% |
| 3M | -2.7% | +2.0% | -4.7% | -3.3% |
| 6M | -7.5% | +39.3% | -46.7% | -12.3% |
| YTD | +0.9% | +56.1% | -55.2% | -6.4% |
| 1Y | +3.3% | +22.0% | -18.7% | -0.4% |
| 3Y | +47.3% | +148.2% | -100.9% | +22.1% |
| 5Y | +44.4% | +96.3% | -51.9% | +21.7% |
| All | +44.4% | +95.0% | -50.6% | +21.7% |
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