+65.6%
XLF vs ADI
+134.0%
-68.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.0% | +2.6% | -3.7% | -1.8% |
| 30D | -1.3% | -4.6% | +3.3% | -0.1% |
| 3M | +9.1% | -9.5% | +18.6% | +11.4% |
| 6M | +14.4% | +14.8% | -0.5% | +7.2% |
| YTD | +5.1% | +35.8% | -30.7% | -7.1% |
| 1Y | +8.6% | +48.9% | -40.3% | -7.1% |
| 3Y | +74.4% | +115.6% | -41.1% | +24.9% |
| All | +65.6% | +134.0% | -68.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling