+422.3%
XLF vs ALL
+1,244.9%
-822.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +0.2% | -1.5% | +1.7% | +0.8% |
| 3M | +11.7% | +23.6% | -11.9% | -3.1% |
| 6M | +13.8% | +22.3% | -8.5% | -1.0% |
| YTD | +7.0% | +26.5% | -19.5% | -9.3% |
| 1Y | +9.1% | +27.0% | -17.9% | -8.2% |
| 3Y | +75.6% | +149.6% | -74.0% | -6.8% |
| 5Y | +66.4% | +118.1% | -51.7% | -7.3% |
| 10Y | +250.3% | +369.0% | -118.7% | +17.7% |
| All | +422.3% | +1,244.9% | -822.7% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling