+415.6%
XLF vs F
+9.5%
+406.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +1.2% | +1.6% | -0.4% | +0.6% |
| 30D | +6.3% | +2.6% | +3.7% | +5.3% |
| 3M | -0.8% | -8.8% | +8.0% | +2.1% |
| 6M | +11.0% | +4.6% | +6.4% | +7.1% |
| YTD | +5.6% | -1.9% | +7.5% | +3.7% |
| 1Y | +10.8% | -0.8% | +11.5% | +8.2% |
| 3Y | +77.8% | +43.5% | +34.3% | +45.7% |
| 5Y | +55.6% | -12.1% | +67.7% | +44.8% |
| 10Y | +252.5% | +83.6% | +168.8% | +133.1% |
| All | +415.6% | +9.5% | +406.1% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling