+12.5%
XLF vs B
+2.6%
+9.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | -7.3% | +10.0% | +3.2% |
| 30D | +7.6% | -3.3% | +11.0% | +7.7% |
| 3M | +1.1% | -7.8% | +8.8% | +1.4% |
| 6M | +15.9% | -15.5% | +31.4% | +16.5% |
| YTD | +8.4% | -12.3% | +20.7% | +7.1% |
| 1Y | +12.5% | +5.4% | +7.1% | +9.3% |
| All | +12.5% | +2.6% | +9.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling