+215.1%
XLF vs ALL
+376.2%
-161.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.1% |
| 30D | +6.2% | +12.8% | -6.6% | -0.9% |
| 3M | +0.9% | +4.7% | -3.8% | -2.1% |
| 6M | +13.6% | +24.9% | -11.3% | -1.3% |
| YTD | +7.6% | +30.0% | -22.4% | -9.3% |
| 1Y | +10.2% | +29.9% | -19.8% | -7.2% |
| 3Y | +79.8% | +117.5% | -37.7% | +6.3% |
| 5Y | +58.0% | +161.7% | -103.7% | -21.5% |
| All | +215.1% | +376.2% | -161.1% | +9.7% |
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