+123.7%
XRT vs FFIV
+224.0%
-100.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -0.3% | -1.5% | +1.3% | +0.4% |
| 30D | -5.6% | -2.7% | -3.0% | -4.9% |
| 3M | +2.5% | -1.7% | +4.2% | +2.3% |
| 6M | +3.7% | +36.1% | -32.5% | -11.4% |
| YTD | +1.0% | +52.6% | -51.7% | -18.7% |
| 1Y | -1.2% | +21.5% | -22.7% | -12.3% |
| 3Y | +43.4% | +142.7% | -99.3% | -10.5% |
| 5Y | -0.7% | +92.6% | -93.3% | -32.2% |
| 10Y | +123.7% | +225.5% | -101.8% | +19.9% |
| All | +123.7% | +224.0% | -100.3% | +19.9% |
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