+217.7%
XLF vs B
+216.6%
+1.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +2.7% | -7.3% | +10.0% | +3.1% |
| 30D | +7.6% | -3.3% | +11.0% | +7.8% |
| 3M | +1.1% | -7.8% | +8.8% | +1.4% |
| 6M | +15.9% | -15.5% | +31.4% | +16.6% |
| YTD | +8.4% | -12.3% | +20.7% | +8.6% |
| 1Y | +12.5% | +5.4% | +7.1% | +11.6% |
| 3Y | +81.6% | +165.5% | -84.0% | +70.9% |
| 5Y | +59.3% | +107.0% | -47.8% | +49.9% |
| All | +217.7% | +216.6% | +1.1% | +209.2% |
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