+169.4%
XLV vs FFIV
+249.4%
-80.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.9% |
| 7D | -3.6% | +5.4% | -9.0% | -4.7% |
| 30D | -1.8% | -2.7% | +0.8% | -1.4% |
| 3M | +7.8% | +4.5% | +3.2% | +6.1% |
| 6M | +9.1% | +42.2% | -33.1% | -0.6% |
| YTD | +7.7% | +61.3% | -53.6% | -5.3% |
| 1Y | +20.4% | +23.0% | -2.6% | +12.8% |
| 3Y | +30.8% | +156.3% | -125.5% | -1.4% |
| 5Y | +34.6% | +102.9% | -68.2% | +6.1% |
| All | +169.4% | +249.4% | -80.0% | +76.7% |
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 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