+428.9%
XLF vs ALL
+1,258.5%
-829.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -1.0% | -2.6% | +1.6% | +0.5% |
| 30D | +6.5% | +12.7% | -6.2% | -1.3% |
| 3M | +1.8% | +0.4% | +1.4% | +1.0% |
| 6M | +15.4% | +23.8% | -8.4% | -0.6% |
| YTD | +8.4% | +27.8% | -19.4% | -9.1% |
| 1Y | +11.9% | +28.9% | -17.0% | -6.8% |
| 3Y | +81.1% | +113.9% | -32.7% | +6.0% |
| 5Y | +59.5% | +157.4% | -97.9% | -20.3% |
| 10Y | +225.2% | +369.0% | -143.8% | +8.9% |
| All | +428.9% | +1,258.5% | -829.6% | -17.3% |
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