+59.0%
XLF vs C
+112.5%
-53.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +6.5% | -5.2% | +11.7% | +9.1% |
| 3M | +1.2% | -9.1% | +10.3% | +5.7% |
| 6M | +14.6% | -1.6% | +16.1% | +14.4% |
| YTD | +7.7% | +6.9% | +0.8% | +2.3% |
| 1Y | +11.8% | +23.0% | -11.2% | -1.5% |
| 3Y | +80.1% | +216.1% | -136.1% | -8.4% |
| 5Y | +59.0% | +112.2% | -53.3% | +8.2% |
| All | +59.0% | +112.5% | -53.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling