+248.8%
XLF vs BG
+166.7%
+82.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -1.5% | +3.1% | -4.6% | -2.4% |
| 30D | -1.2% | +10.2% | -11.4% | -4.3% |
| 3M | +9.2% | -1.7% | +10.9% | +9.1% |
| 6M | +16.3% | +1.0% | +15.3% | +14.7% |
| YTD | +5.4% | +39.9% | -34.5% | -7.0% |
| 1Y | +7.6% | +53.2% | -45.6% | -8.5% |
| 3Y | +74.2% | +16.3% | +57.9% | +59.7% |
| 5Y | +66.1% | +83.9% | -17.7% | +23.6% |
| All | +248.8% | +166.7% | +82.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling