+224.2%
XLF vs F
+77.5%
+146.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | +6.5% | +0.9% | +5.6% | +6.1% |
| 3M | +1.2% | -11.3% | +12.5% | +5.0% |
| 6M | +14.6% | +2.0% | +12.5% | +11.4% |
| YTD | +7.7% | -3.2% | +10.9% | +6.1% |
| 1Y | +11.8% | -3.5% | +15.2% | +10.2% |
| 3Y | +80.1% | +48.1% | +32.0% | +44.0% |
| 5Y | +59.0% | -13.5% | +72.5% | +48.7% |
| 10Y | +224.2% | +72.2% | +152.0% | +82.8% |
| All | +224.2% | +77.5% | +146.7% | +82.8% |
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