+12.5%
XLF vs EW
+25.9%
-13.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +2.7% | +4.9% | -2.2% | +1.8% |
| 30D | +7.6% | +23.9% | -16.3% | +4.0% |
| 3M | +1.1% | +15.8% | -14.7% | -1.3% |
| 6M | +15.9% | +31.7% | -15.8% | +10.9% |
| YTD | +8.4% | +25.7% | -17.2% | +5.1% |
| 1Y | +12.5% | +24.4% | -11.9% | +9.6% |
| All | +12.5% | +25.9% | -13.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling