+217.7%
XLF vs F
+64.5%
+153.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | -3.1% | +5.8% | +3.7% |
| 30D | +7.6% | 0.0% | +7.6% | +7.6% |
| 3M | +1.1% | -13.2% | +14.3% | +5.7% |
| 6M | +15.9% | -10.2% | +26.1% | +18.4% |
| YTD | +8.4% | -4.9% | +13.4% | +7.5% |
| 1Y | +12.5% | -6.1% | +18.6% | +11.9% |
| 3Y | +81.6% | +46.0% | +35.6% | +45.8% |
| 5Y | +59.3% | -15.7% | +75.0% | +50.4% |
| All | +217.7% | +64.5% | +153.2% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling