+528.0%
XRT vs FFIV
+1,169.3%
-641.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +0.9% | -8.1% | +9.0% | +3.5% |
| 30D | +7.9% | -33.4% | +41.3% | +21.2% |
| 3M | -0.2% | -24.7% | +24.6% | +7.2% |
| 6M | +5.6% | -8.8% | +14.4% | +5.9% |
| YTD | +5.7% | +21.8% | -16.1% | -4.4% |
| 1Y | +14.6% | +25.3% | -10.7% | +2.6% |
| 3Y | +50.7% | +101.2% | -50.5% | +13.9% |
| 5Y | -4.8% | +40.2% | -45.1% | -19.8% |
| 10Y | +152.6% | +129.0% | +23.6% | +78.3% |
| All | +528.0% | +1,169.3% | -641.2% | +118.9% |
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 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