+247.7%
XLF vs C
+299.1%
-51.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -1.0% | +2.6% | -3.6% | -2.5% |
| 30D | -1.3% | +1.9% | -3.2% | -2.5% |
| 3M | +9.1% | +2.8% | +6.4% | +6.8% |
| 6M | +14.4% | +30.6% | -16.2% | -3.3% |
| YTD | +5.1% | +19.9% | -14.8% | -7.2% |
| 1Y | +8.6% | +44.6% | -35.9% | -14.4% |
| 3Y | +74.4% | +272.1% | -197.7% | -25.5% |
| 5Y | +64.4% | +132.0% | -67.6% | -7.6% |
| All | +247.7% | +299.1% | -51.5% | +26.4% |
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