+215.1%
XLF vs C
+216.7%
-1.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.2% | +4.7% | -3.5% | -1.4% |
| 30D | +6.2% | +0.2% | +6.0% | +6.0% |
| 3M | +0.9% | -9.3% | +10.2% | +6.3% |
| 6M | +13.6% | -0.8% | +14.5% | +12.9% |
| YTD | +7.6% | +8.5% | -0.9% | +0.4% |
| 1Y | +10.2% | +23.1% | -12.9% | -4.7% |
| 3Y | +79.8% | +220.8% | -140.9% | -16.1% |
| 5Y | +58.0% | +112.4% | -54.4% | -6.7% |
| All | +215.1% | +216.7% | -1.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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