+513.3%
XRT vs FFIV
+1,494.4%
-981.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | -4.2% | -5.1% | +0.9% | -2.9% |
| 3M | +5.1% | -4.5% | +9.5% | +6.0% |
| 6M | +2.4% | +36.5% | -34.1% | -8.6% |
| YTD | +3.2% | +53.0% | -49.8% | -11.7% |
| 1Y | +1.5% | +24.2% | -22.7% | -7.5% |
| 3Y | +40.6% | +137.2% | -96.6% | +2.5% |
| 5Y | -1.0% | +91.8% | -92.8% | -23.2% |
| 10Y | +128.4% | +215.2% | -86.8% | +48.2% |
| All | +513.3% | +1,494.4% | -981.1% | +102.2% |
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