+422.3%
XLF vs BAX
+157.6%
+264.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +0.2% | -5.5% | +5.6% | +2.1% |
| 3M | +11.7% | +33.5% | -21.8% | -0.4% |
| 6M | +13.8% | +35.9% | -22.1% | +0.1% |
| YTD | +7.0% | +35.4% | -28.4% | -6.9% |
| 1Y | +9.1% | +9.8% | -0.6% | +1.7% |
| 3Y | +75.6% | -32.7% | +108.3% | +88.5% |
| 5Y | +66.4% | -65.6% | +132.0% | +129.6% |
| 10Y | +250.3% | -34.9% | +285.2% | +262.8% |
| All | +422.3% | +157.6% | +264.7% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling