+446.8%
XLF vs BLK
+12,998.0%
-12,551.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | -1.5% | -3.3% | +1.8% | +0.4% |
| 30D | -1.2% | -6.5% | +5.4% | +2.5% |
| 3M | +9.2% | +6.7% | +2.4% | +4.8% |
| 6M | +16.3% | +14.7% | +1.6% | +6.8% |
| YTD | +5.4% | +2.5% | +2.9% | +2.5% |
| 1Y | +7.6% | -2.8% | +10.4% | +7.5% |
| 3Y | +74.2% | +65.9% | +8.3% | +27.6% |
| 5Y | +66.1% | +33.0% | +33.2% | +34.7% |
| 10Y | +252.8% | +281.2% | -28.4% | +57.8% |
| All | +446.8% | +12,998.0% | -12,551.2% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling