+234.9%
XLF vs ET
+1,438.5%
-1,203.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -1.2% | +2.9% | -4.0% | -2.0% |
| 3M | +9.2% | +16.8% | -7.6% | +4.1% |
| 6M | +16.3% | +18.9% | -2.5% | +10.2% |
| YTD | +5.4% | +37.7% | -32.3% | -4.6% |
| 1Y | +7.6% | +32.4% | -24.8% | -1.6% |
| 3Y | +74.2% | +99.5% | -25.3% | +40.3% |
| 5Y | +66.1% | +244.0% | -177.8% | +12.7% |
| 10Y | +252.8% | +172.1% | +80.7% | +134.7% |
| All | +234.9% | +1,438.5% | -1,203.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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