+911.5%
BE vs XLF
+141.5%
+770.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +8.3% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +7.9% | +0.2% | +7.7% | +7.6% |
| 3M | -13.2% | +11.7% | -24.9% | -25.0% |
| 6M | +53.5% | +13.8% | +39.7% | +29.9% |
| YTD | +191.0% | +7.0% | +184.0% | +164.5% |
| 1Y | +360.5% | +9.1% | +351.4% | +309.3% |
| 3Y | +1,568.0% | +75.6% | +1,492.4% | +736.4% |
| 5Y | +1,055.2% | +66.4% | +988.8% | +539.8% |
| All | +911.5% | +141.5% | +770.0% | +191.9% |
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