+65.5%
XLF vs C
+128.9%
-63.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +0.2% | +3.2% | -3.0% | -1.4% |
| 30D | -0.5% | +1.3% | -1.8% | -1.2% |
| 3M | +10.6% | +3.1% | +7.5% | +8.4% |
| 6M | +14.3% | +29.6% | -15.3% | -0.8% |
| YTD | +5.5% | +19.0% | -13.4% | -4.8% |
| 1Y | +9.6% | +45.6% | -36.1% | -11.3% |
| 3Y | +75.2% | +269.3% | -194.1% | -18.0% |
| 5Y | +65.5% | +131.6% | -66.0% | +3.2% |
| All | +65.5% | +128.9% | -63.3% | +3.2% |
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