+246.5%
XLF vs B
+209.1%
+37.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | -1.6% | +8.7% | -10.3% | -2.0% |
| 3M | +9.3% | +17.3% | -8.0% | +8.3% |
| 6M | +14.6% | -5.0% | +19.6% | +14.5% |
| YTD | +4.7% | +1.4% | +3.3% | +4.2% |
| 1Y | +8.6% | +50.5% | -41.9% | +6.0% |
| 3Y | +73.9% | +194.4% | -120.5% | +63.9% |
| 5Y | +65.0% | +156.7% | -91.6% | +55.2% |
| All | +246.5% | +209.1% | +37.4% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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