+108.8%
V vs XLF
+58.8%
+50.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | +0.8% | +1.9% | -1.1% | -0.8% |
| 30D | +9.9% | +6.5% | +3.4% | +4.3% |
| 3M | +17.5% | +1.2% | +16.3% | +16.4% |
| 6M | +33.5% | +14.6% | +18.9% | +19.1% |
| YTD | +21.6% | +7.7% | +13.8% | +14.2% |
| 1Y | +27.6% | +11.8% | +15.8% | +16.2% |
| 3Y | +76.4% | +80.1% | -3.7% | +8.6% |
| All | +108.8% | +58.8% | +50.1% | +42.3% |
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