+224.2%
XLF vs B
+184.6%
+39.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.8% |
| 7D | +1.9% | +7.1% | -5.2% | +1.5% |
| 30D | +6.5% | -3.3% | +9.8% | +6.6% |
| 3M | +1.2% | -2.5% | +3.7% | +1.2% |
| 6M | +14.6% | -7.2% | +21.8% | +14.7% |
| YTD | +7.7% | -7.4% | +15.1% | +7.6% |
| 1Y | +11.8% | +16.4% | -4.7% | +10.3% |
| 3Y | +80.1% | +178.7% | -98.6% | +69.2% |
| 5Y | +59.0% | +121.7% | -62.7% | +49.3% |
| 10Y | +224.2% | +208.6% | +15.6% | +212.1% |
| All | +224.2% | +184.6% | +39.6% | +212.1% |
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