+246.5%
XLF vs ALL
+361.5%
-115.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -2.9% | -4.3% | +1.4% | -0.5% |
| 30D | -1.6% | -3.6% | +2.0% | +0.3% |
| 3M | +9.3% | +13.2% | -3.9% | +1.0% |
| 6M | +14.6% | +22.5% | -7.9% | +0.7% |
| YTD | +4.7% | +22.7% | -18.0% | -8.5% |
| 1Y | +8.6% | +28.3% | -19.7% | -8.0% |
| 3Y | +73.9% | +152.0% | -78.2% | -7.1% |
| 5Y | +65.0% | +115.4% | -50.4% | -6.2% |
| All | +246.5% | +361.5% | -115.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling