+422.3%
XLF vs C
+6.0%
+416.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | 0.0% | +3.6% | -3.6% | -1.8% |
| 30D | +0.2% | +0.1% | +0.1% | 0.0% |
| 3M | +11.7% | +2.4% | +9.3% | +9.8% |
| 6M | +13.8% | +24.9% | -11.1% | +0.6% |
| YTD | +7.0% | +19.8% | -12.8% | -3.8% |
| 1Y | +9.1% | +44.9% | -35.7% | -11.2% |
| 3Y | +75.6% | +263.0% | -187.4% | -12.9% |
| 5Y | +66.4% | +129.5% | -63.1% | +2.9% |
| 10Y | +250.3% | +291.6% | -41.3% | +58.9% |
| All | +422.3% | +6.0% | +416.3% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling