+1,264.4%
BE vs XLF
+65.0%
+1,199.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +5.7% |
| 7D | +9.0% | -1.5% | +10.5% | +11.2% |
| 30D | +16.3% | -1.2% | +17.4% | +17.9% |
| 3M | +10.8% | +9.2% | +1.6% | -3.5% |
| 6M | +73.2% | +16.3% | +56.9% | +37.6% |
| YTD | +217.4% | +5.4% | +211.9% | +189.6% |
| 1Y | +309.8% | +7.6% | +302.2% | +263.9% |
| 3Y | +1,726.2% | +74.2% | +1,652.0% | +682.7% |
| All | +1,264.4% | +65.0% | +1,199.5% | +525.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling