+2,926.4%
V vs XLF
+296.2%
+2,630.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | +17.4% | +11.7% | +5.6% | +10.0% |
| 6M | +17.5% | +13.8% | +3.7% | +9.0% |
| YTD | +7.6% | +7.0% | +0.6% | +3.5% |
| 1Y | +7.7% | +9.1% | -1.4% | +2.5% |
| 3Y | +54.7% | +75.6% | -21.0% | +11.9% |
| 5Y | +73.0% | +66.4% | +6.6% | +29.3% |
| 10Y | +390.9% | +250.3% | +140.6% | +141.0% |
| All | +2,926.4% | +296.2% | +2,630.2% | +1,158.8% |
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 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