+12.5%
XLF vs GEN
+14.8%
-2.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +2.7% | +2.0% | +0.6% | +2.4% |
| 30D | +7.6% | +27.7% | -20.1% | +4.3% |
| 3M | +1.1% | +3.3% | -2.2% | +0.7% |
| 6M | +15.9% | +31.8% | -15.9% | +11.4% |
| YTD | +8.4% | +13.5% | -5.1% | +9.2% |
| 1Y | +12.5% | +16.0% | -3.5% | +12.3% |
| All | +12.5% | +14.8% | -2.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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