+64.4%
XLF vs NDAQ
+52.5%
+11.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 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% | +4.9% |
| 6M | +14.4% | +7.7% | +6.6% | +9.7% |
| YTD | +5.1% | -2.3% | +7.4% | +5.0% |
| 1Y | +8.6% | +0.6% | +8.1% | +6.8% |
| 3Y | +74.4% | +90.9% | -16.5% | +25.9% |
| 5Y | +64.4% | +52.5% | +11.9% | +23.6% |
| All | +64.4% | +52.5% | +11.8% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling