+81.4%
XLF vs ALL
+113.3%
-31.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | -2.6% | +1.6% | -0.2% |
| 30D | +6.5% | +12.7% | -6.2% | +2.7% |
| 3M | +1.8% | +0.4% | +1.4% | +1.5% |
| 6M | +15.4% | +23.8% | -8.4% | +7.0% |
| YTD | +8.4% | +27.8% | -19.4% | -0.9% |
| 1Y | +11.9% | +28.9% | -17.0% | +2.0% |
| All | +81.4% | +113.3% | -31.9% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling