+74.4%
XLF vs BAX
-32.5%
+106.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -0.5% | -9.7% | +9.2% | +1.0% |
| 3M | +10.6% | +29.3% | -18.6% | +5.9% |
| 6M | +14.3% | +40.7% | -26.4% | +7.7% |
| YTD | +5.5% | +30.3% | -24.7% | +0.2% |
| 1Y | +9.6% | +3.4% | +6.2% | +7.5% |
| All | +74.4% | -32.5% | +106.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling