+73.6%
XLF vs NDAQ
+90.0%
-16.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.0% | -1.6% | +0.5% | -0.4% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | +9.1% | +8.0% | +1.1% | +5.2% |
| 6M | +14.4% | +7.7% | +6.6% | +9.9% |
| YTD | +5.1% | -2.3% | +7.4% | +5.3% |
| 1Y | +8.6% | +0.6% | +8.1% | +7.0% |
| All | +73.6% | +90.0% | -16.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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