+379.1%
V vs XLF
+254.4%
+124.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -1.2% | -1.5% | +0.2% | -0.1% |
| 30D | +3.1% | -1.2% | +4.2% | +4.0% |
| 3M | +16.3% | +9.2% | +7.1% | +8.9% |
| 6M | +20.4% | +16.3% | +4.0% | +7.4% |
| YTD | +6.3% | +5.4% | +0.8% | +2.1% |
| 1Y | +8.7% | +7.6% | +1.1% | +2.9% |
| 3Y | +53.3% | +74.2% | -20.9% | +1.2% |
| 5Y | +71.1% | +66.1% | +4.9% | +16.5% |
| All | +379.1% | +254.4% | +124.8% | +111.8% |
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