+64.3%
XLF vs BG
+81.8%
-17.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -1.5% | +3.1% | -4.6% | -2.0% |
| 30D | -1.2% | +10.2% | -11.4% | -3.0% |
| 3M | +9.2% | -1.7% | +10.9% | +9.2% |
| 6M | +16.3% | +1.0% | +15.3% | +15.4% |
| YTD | +5.4% | +39.9% | -34.5% | -3.1% |
| 1Y | +7.6% | +53.2% | -45.6% | -3.6% |
| 3Y | +74.2% | +16.3% | +57.9% | +65.8% |
| All | +64.3% | +81.8% | -17.6% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling