+412.9%
XLF vs COST
+4,071.4%
-3,658.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -1.0% | -2.8% | +1.7% | +0.2% |
| 30D | -1.3% | -5.3% | +4.0% | +1.1% |
| 3M | +9.1% | -6.7% | +15.8% | +12.3% |
| 6M | +14.4% | -9.9% | +24.3% | +19.2% |
| YTD | +5.1% | +5.1% | 0.0% | +1.7% |
| 1Y | +8.6% | -7.3% | +15.9% | +11.1% |
| 3Y | +74.4% | +70.4% | +4.0% | +32.7% |
| 5Y | +64.4% | +104.4% | -40.1% | +12.3% |
| 10Y | +251.6% | +609.0% | -357.4% | +31.4% |
| All | +412.9% | +4,071.4% | -3,658.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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