+248.8%
XLF vs DE
+863.9%
-615.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | -1.2% | +9.0% | -10.2% | -5.1% |
| 3M | +9.2% | +19.1% | -10.0% | +0.4% |
| 6M | +16.3% | +14.4% | +1.9% | +8.2% |
| YTD | +5.4% | +45.9% | -40.5% | -13.3% |
| 1Y | +7.6% | +43.6% | -36.0% | -11.2% |
| 3Y | +74.2% | +75.9% | -1.7% | +27.1% |
| 5Y | +66.1% | +98.8% | -32.6% | +8.8% |
| All | +248.8% | +863.9% | -615.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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