+360.5%
BE vs XLF
+9.9%
+350.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +8.0% |
| 7D | +20.0% | 0.0% | +20.0% | +19.9% |
| 30D | +7.9% | +0.2% | +7.7% | +7.7% |
| 3M | -13.2% | +11.7% | -24.9% | -22.1% |
| 6M | +53.5% | +13.8% | +39.7% | +35.5% |
| YTD | +191.0% | +7.0% | +184.0% | +170.2% |
| 1Y | +360.5% | +9.1% | +351.4% | +315.8% |
| All | +360.5% | +9.9% | +350.6% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling