+65.1%
XLF vs ALL
+115.0%
-50.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | -0.5% | -4.7% | +4.2% | +1.2% |
| 3M | +10.6% | +18.4% | -7.7% | +3.1% |
| 6M | +14.3% | +20.5% | -6.2% | +5.5% |
| YTD | +5.5% | +23.5% | -18.0% | -3.9% |
| 1Y | +9.6% | +29.0% | -19.4% | -2.3% |
| 3Y | +75.2% | +153.7% | -78.5% | +14.8% |
| All | +65.1% | +115.0% | -50.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling