+760.1%
XLV vs FFIV
+7,795.2%
-7,035.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.7% |
| 7D | -3.7% | +3.5% | -7.1% | -4.0% |
| 30D | -1.1% | -1.3% | +0.2% | -1.1% |
| 3M | +8.2% | +2.4% | +5.9% | +7.8% |
| 6M | +8.9% | +41.8% | -32.9% | +5.0% |
| YTD | +8.5% | +58.5% | -50.0% | +3.4% |
| 1Y | +22.3% | +24.3% | -2.0% | +19.0% |
| 3Y | +32.6% | +152.0% | -119.4% | +20.1% |
| 5Y | +34.4% | +99.1% | -64.7% | +23.7% |
| 10Y | +175.4% | +242.8% | -67.4% | +139.4% |
| All | +760.1% | +7,795.2% | -7,035.1% | +431.2% |
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