+476.5%
V vs XLF
+219.7%
+256.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -1.3% |
| 30D | +6.3% | +6.2% | +0.1% | +1.6% |
| 3M | +17.2% | +0.9% | +16.3% | +16.5% |
| 6M | +29.2% | +13.6% | +15.6% | +17.2% |
| YTD | +20.8% | +7.6% | +13.2% | +14.3% |
| 1Y | +25.0% | +10.2% | +14.8% | +16.2% |
| 3Y | +75.3% | +79.8% | -4.5% | +12.4% |
| 5Y | +105.8% | +58.0% | +47.9% | +44.7% |
| All | +476.5% | +219.7% | +256.8% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling