+80.1%
XLF vs EW
+60.7%
+19.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | +4.9% | -3.7% | +0.6% |
| 30D | +6.2% | +24.1% | -17.9% | +3.5% |
| 3M | +0.9% | +13.7% | -12.8% | -0.7% |
| 6M | +13.6% | +32.7% | -19.0% | +9.8% |
| YTD | +7.6% | +24.1% | -16.5% | +4.6% |
| 1Y | +10.2% | +23.6% | -13.5% | +7.1% |
| All | +80.1% | +60.7% | +19.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling