+65.0%
XLF vs A
-16.6%
+81.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.9% | -4.6% | +1.7% | -1.6% |
| 30D | -1.6% | -4.3% | +2.7% | -0.5% |
| 3M | +9.3% | +8.9% | +0.3% | +6.2% |
| 6M | +14.6% | +24.5% | -9.9% | +6.2% |
| YTD | +4.7% | +5.8% | -1.1% | +2.0% |
| 1Y | +8.6% | +16.2% | -7.6% | +2.2% |
| 3Y | +73.9% | +28.5% | +45.4% | +52.3% |
| 5Y | +65.0% | -16.3% | +81.4% | +56.2% |
| All | +65.0% | -16.6% | +81.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling