+267.8%
XLF vs MKTX
+1,443.5%
-1,175.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -1.6% | +0.8% | -2.4% | -1.9% |
| 3M | +9.3% | +41.1% | -31.9% | -3.4% |
| 6M | +14.6% | -9.5% | +24.1% | +16.0% |
| YTD | +4.7% | -8.7% | +13.4% | +5.4% |
| 1Y | +8.6% | -10.0% | +18.6% | +9.4% |
| 3Y | +73.9% | -24.6% | +98.5% | +77.4% |
| 5Y | +65.0% | -60.3% | +125.3% | +100.6% |
| 10Y | +250.4% | +5.0% | +245.4% | +178.2% |
| All | +267.8% | +1,443.5% | -1,175.7% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling