+33.6%
XLY vs FFIV
+155.7%
-122.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.1% |
| 7D | -1.7% | +5.4% | -7.1% | -3.3% |
| 30D | -4.2% | -2.7% | -1.5% | -3.6% |
| 3M | -2.7% | +4.5% | -7.2% | -4.5% |
| 6M | -0.6% | +42.2% | -42.8% | -12.4% |
| YTD | -5.0% | +61.3% | -66.3% | -20.4% |
| 1Y | -4.1% | +23.0% | -27.1% | -11.3% |
| 3Y | +33.6% | +156.3% | -122.7% | -8.8% |
| All | +33.6% | +155.7% | -122.1% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling