+423.1%
XLF vs B
+236.7%
+186.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | +1.2% |
| 7D | +0.7% | +11.3% | -10.6% | +0.2% |
| 30D | +6.0% | +2.9% | +3.0% | +5.7% |
| 3M | +1.0% | -2.9% | +3.9% | +1.1% |
| 6M | +14.0% | -1.2% | +15.2% | +13.7% |
| YTD | +7.2% | -1.3% | +8.5% | +6.7% |
| 1Y | +11.6% | +30.4% | -18.8% | +9.4% |
| 3Y | +81.2% | +195.3% | -114.1% | +69.2% |
| 5Y | +57.9% | +146.2% | -88.3% | +47.9% |
| 10Y | +234.4% | +200.5% | +34.0% | +205.9% |
| All | +423.1% | +236.7% | +186.5% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling