+14.7%
XLF vs MKTX
+5.4%
+9.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +5.5% | +0.5% | +5.0% | +5.5% |
| 30D | +9.9% | +1.0% | +8.9% | +9.8% |
| 3M | +2.6% | +2.5% | +0.1% | +2.6% |
| 6M | +15.6% | +8.0% | +7.6% | +14.9% |
| YTD | +9.4% | -7.3% | +16.7% | +9.6% |
| 1Y | +14.7% | +4.7% | +10.1% | +14.5% |
| All | +14.7% | +5.4% | +9.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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