+9.1%
XLF vs F
+31.3%
-22.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | 0.0% | +5.3% | -5.3% | -0.5% |
| 30D | +0.2% | +4.6% | -4.4% | -0.3% |
| 3M | +11.7% | -3.7% | +15.4% | +12.0% |
| 6M | +13.8% | +16.8% | -3.0% | +10.9% |
| YTD | +7.0% | +15.3% | -8.3% | +4.6% |
| 1Y | +9.1% | +31.0% | -21.9% | +4.1% |
| All | +9.1% | +31.3% | -22.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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