+77.8%
XLF vs ACWI
+70.3%
+7.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | -2.4% | +3.5% | +3.0% |
| 30D | +6.3% | -5.2% | +11.5% | +10.6% |
| 3M | -0.8% | -4.8% | +4.1% | +2.9% |
| 6M | +11.0% | -1.3% | +12.4% | +11.6% |
| YTD | +5.6% | +8.4% | -2.7% | -2.0% |
| 1Y | +10.8% | +11.0% | -0.2% | +0.7% |
| 3Y | +77.8% | +70.6% | +7.2% | +13.3% |
| All | +77.8% | +70.3% | +7.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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