+65.0%
XLF vs DOW
-36.0%
+101.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | -1.6% | -4.1% | +2.5% | -0.8% |
| 3M | +9.3% | -12.4% | +21.7% | +12.3% |
| 6M | +14.6% | -10.6% | +25.2% | +15.3% |
| YTD | +4.7% | +31.1% | -26.4% | -7.3% |
| 1Y | +8.6% | +30.5% | -21.9% | -4.6% |
| 3Y | +73.9% | -34.4% | +108.3% | +96.1% |
| 5Y | +65.0% | -35.5% | +100.5% | +83.7% |
| All | +65.0% | -36.0% | +101.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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