+646.8%
XLU vs FFIV
+7,502.3%
-6,855.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.1% | -1.5% | +3.6% | +2.2% |
| 30D | -0.4% | -2.7% | +2.3% | -0.3% |
| 3M | +0.5% | -1.7% | +2.1% | +0.5% |
| 6M | -5.8% | +36.1% | -41.9% | -7.6% |
| YTD | +3.1% | +52.6% | -49.5% | +0.4% |
| 1Y | +8.1% | +21.5% | -13.4% | +6.5% |
| 3Y | +50.5% | +142.7% | -92.2% | +42.2% |
| 5Y | +44.7% | +92.6% | -47.9% | +37.9% |
| 10Y | +136.8% | +225.5% | -88.7% | +118.2% |
| All | +646.8% | +7,502.3% | -6,855.5% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling