+251.6%
XLF vs D
+34.1%
+217.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.3% | -2.1% | +0.8% | -0.6% |
| 3M | +9.1% | -0.7% | +9.9% | +9.3% |
| 6M | +14.4% | +5.6% | +8.8% | +11.6% |
| YTD | +5.1% | +14.6% | -9.5% | -0.7% |
| 1Y | +8.6% | +15.3% | -6.7% | +2.1% |
| 3Y | +74.4% | +59.1% | +15.3% | +41.9% |
| 5Y | +64.4% | +3.9% | +60.4% | +58.0% |
| 10Y | +251.6% | +38.5% | +213.1% | +230.7% |
| All | +251.6% | +34.1% | +217.5% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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