+64.3%
XLF vs DE
+97.2%
-32.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | -1.2% | +9.0% | -10.2% | -3.8% |
| 3M | +9.2% | +19.1% | -10.0% | +3.3% |
| 6M | +16.3% | +14.4% | +1.9% | +11.0% |
| YTD | +5.4% | +45.9% | -40.5% | -7.9% |
| 1Y | +7.6% | +43.6% | -36.0% | -5.7% |
| 3Y | +74.2% | +75.9% | -1.7% | +40.1% |
| All | +64.3% | +97.2% | -32.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling