+73.6%
XLF vs A
+29.6%
+44.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.0% | -4.4% | +3.3% | -0.1% |
| 30D | -1.3% | -2.7% | +1.4% | -0.9% |
| 3M | +9.1% | +7.0% | +2.1% | +7.3% |
| 6M | +14.4% | +24.6% | -10.3% | +8.1% |
| YTD | +5.1% | +7.0% | -1.9% | +3.1% |
| 1Y | +8.6% | +15.6% | -6.9% | +4.2% |
| All | +73.6% | +29.6% | +44.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling