+668.0%
BE vs XLF
+144.8%
+523.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.9% |
| 7D | +10.8% | +2.7% | +8.2% | +7.4% |
| 30D | -19.8% | +7.6% | -27.4% | -26.9% |
| 3M | -18.7% | +1.1% | -19.8% | -20.0% |
| 6M | -33.7% | +15.9% | -49.6% | -45.4% |
| YTD | +121.0% | +8.4% | +112.5% | +97.2% |
| 1Y | +85.4% | +12.5% | +72.9% | +58.4% |
| 3Y | +1,709.5% | +81.6% | +1,628.0% | +763.2% |
| 5Y | +462.2% | +59.3% | +402.9% | +226.1% |
| All | +668.0% | +144.8% | +523.2% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling