+7.6%
XLF vs ADI
+54.8%
-47.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.3% |
| 7D | -1.5% | +4.6% | -6.0% | -1.8% |
| 30D | -1.2% | -1.2% | 0.0% | -1.1% |
| 3M | +9.2% | -7.8% | +17.0% | +9.6% |
| 6M | +16.3% | +19.3% | -3.0% | +9.6% |
| YTD | +5.4% | +40.9% | -35.5% | -4.4% |
| 1Y | +7.6% | +54.5% | -46.9% | -5.3% |
| All | +7.6% | +54.8% | -47.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling