+246.5%
XLF vs EW
+126.7%
+119.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.9% | -3.4% | +0.5% | -2.0% |
| 30D | -1.6% | -7.4% | +5.7% | +0.5% |
| 3M | +9.3% | +0.9% | +8.3% | +8.8% |
| 6M | +14.6% | +1.2% | +13.4% | +13.7% |
| YTD | +4.7% | +1.8% | +3.0% | +3.6% |
| 1Y | +8.6% | +10.8% | -2.2% | +4.6% |
| 3Y | +73.9% | +17.1% | +56.7% | +56.9% |
| 5Y | +65.0% | -28.2% | +93.3% | +71.6% |
| All | +246.5% | +126.7% | +119.8% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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