+74.2%
XLF vs BLK
+66.0%
+8.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.1% |
| 7D | -1.5% | -3.3% | +1.8% | +0.1% |
| 30D | -1.2% | -6.5% | +5.4% | +2.0% |
| 3M | +9.2% | +6.7% | +2.4% | +5.4% |
| 6M | +16.3% | +14.7% | +1.6% | +7.8% |
| YTD | +5.4% | +2.5% | +2.9% | +3.0% |
| 1Y | +7.6% | -2.8% | +10.4% | +7.9% |
| 3Y | +74.2% | +65.9% | +8.3% | +30.8% |
| All | +74.2% | +66.0% | +8.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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