+65.5%
XLF vs B
+154.3%
-88.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +0.2% | +2.3% | -2.1% | 0.0% |
| 30D | -0.5% | +1.4% | -1.9% | -0.7% |
| 3M | +10.6% | +12.2% | -1.5% | +9.3% |
| 6M | +14.3% | -2.1% | +16.4% | +14.0% |
| YTD | +5.5% | +2.9% | +2.6% | +4.4% |
| 1Y | +9.6% | +55.3% | -45.7% | +3.8% |
| 3Y | +75.2% | +198.7% | -123.5% | +53.4% |
| 5Y | +65.5% | +153.8% | -88.2% | +42.0% |
| All | +65.5% | +154.3% | -88.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling