+57.9%
XLF vs B
+147.6%
-89.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | +1.1% |
| 7D | +0.7% | +11.3% | -10.6% | -0.3% |
| 30D | +6.0% | +2.9% | +3.0% | +5.6% |
| 3M | +1.0% | -2.9% | +3.9% | +1.1% |
| 6M | +14.0% | -1.2% | +15.2% | +13.5% |
| YTD | +7.2% | -1.3% | +8.5% | +6.2% |
| 1Y | +11.6% | +30.4% | -18.8% | +7.5% |
| 3Y | +81.2% | +195.3% | -114.1% | +57.2% |
| 5Y | +57.9% | +146.2% | -88.3% | +35.1% |
| All | +57.9% | +147.6% | -89.7% | +35.1% |
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 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