+67.7%
V vs XLF
+65.1%
+2.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -2.9% | -1.0% | -1.9% | -2.1% |
| 30D | +1.9% | -1.3% | +3.2% | +3.0% |
| 3M | +13.2% | +9.1% | +4.1% | +5.2% |
| 6M | +16.7% | +14.4% | +2.4% | +4.3% |
| YTD | +5.4% | +5.1% | +0.3% | +1.1% |
| 1Y | +7.7% | +8.6% | -1.0% | +0.4% |
| 3Y | +52.0% | +74.4% | -22.4% | -4.1% |
| 5Y | +67.7% | +64.4% | +3.4% | +10.8% |
| All | +67.7% | +65.1% | +2.7% | +10.8% |
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 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