+81.6%
XLF vs FDS
-23.3%
+104.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +2.7% | +1.5% | +1.2% | +2.4% |
| 30D | +7.6% | +14.8% | -7.2% | +5.0% |
| 3M | +1.1% | +16.3% | -15.2% | -1.8% |
| 6M | +15.9% | +66.2% | -50.3% | +4.2% |
| YTD | +8.4% | +16.2% | -7.8% | +6.2% |
| 1Y | +12.5% | +21.8% | -9.3% | +8.3% |
| 3Y | +81.6% | -23.9% | +105.4% | +104.3% |
| All | +81.6% | -23.3% | +104.8% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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