+64.4%
XLF vs GEN
+20.0%
+44.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.3% |
| 30D | -1.3% | +2.1% | -3.3% | -1.9% |
| 3M | +9.1% | +19.7% | -10.6% | +4.1% |
| 6M | +14.4% | +33.3% | -18.9% | +5.4% |
| YTD | +5.1% | +11.1% | -6.0% | +1.5% |
| 1Y | +8.6% | +3.0% | +5.6% | +7.1% |
| 3Y | +74.4% | +57.9% | +16.6% | +51.7% |
| 5Y | +64.4% | +20.6% | +43.8% | +50.6% |
| All | +64.4% | +20.0% | +44.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling