+65.0%
XLF vs BAX
-67.5%
+132.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -2.9% | -5.4% | +2.6% | -1.9% |
| 30D | -1.6% | -12.4% | +10.8% | +0.9% |
| 3M | +9.3% | +19.1% | -9.8% | +5.2% |
| 6M | +14.6% | +38.6% | -24.0% | +6.7% |
| YTD | +4.7% | +26.7% | -22.0% | -1.4% |
| 1Y | +8.6% | +1.0% | +7.6% | +6.7% |
| 3Y | +73.9% | -33.9% | +107.7% | +83.4% |
| 5Y | +65.0% | -67.0% | +132.1% | +114.3% |
| All | +65.0% | -67.5% | +132.5% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling