-4.5%
XRT vs FFIV
+35.3%
-39.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.4% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | +7.5% | -32.4% | +39.9% | +22.7% |
| 3M | +2.2% | -25.7% | +27.9% | +11.3% |
| 6M | +14.7% | -13.5% | +28.2% | +15.5% |
| YTD | +7.5% | +21.1% | -13.6% | -9.3% |
| 1Y | +14.1% | +29.4% | -15.3% | -7.1% |
| 3Y | +58.8% | +94.9% | -36.1% | -2.9% |
| All | -4.5% | +35.3% | -39.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling