+182.3%
XLF vs BR
+1,282.8%
-1,100.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.9% | -6.0% | +3.1% | +0.7% |
| 30D | -1.6% | -0.9% | -0.8% | -1.3% |
| 3M | +9.3% | +16.4% | -7.1% | -1.4% |
| 6M | +14.6% | -8.2% | +22.8% | +18.6% |
| YTD | +4.7% | -23.2% | +27.9% | +20.0% |
| 1Y | +8.6% | -30.9% | +39.6% | +32.8% |
| 3Y | +73.9% | -5.0% | +78.8% | +71.0% |
| 5Y | +65.0% | +8.8% | +56.3% | +44.3% |
| 10Y | +250.4% | +190.1% | +60.3% | +49.5% |
| All | +182.3% | +1,282.8% | -1,100.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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