+55.3%
BE vs XLF
+15.8%
+39.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -8.8% |
| 7D | -12.1% | +5.5% | -17.6% | -15.9% |
| 30D | -30.1% | +9.9% | -40.0% | -35.5% |
| 3M | -12.1% | +2.6% | -14.8% | -13.9% |
| 6M | -30.6% | +15.6% | -46.2% | -40.4% |
| YTD | +130.6% | +9.4% | +121.2% | +107.1% |
| 1Y | +55.3% | +14.7% | +40.6% | +20.4% |
| All | +55.3% | +15.8% | +39.5% | +20.4% |
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