+16.4%
XLF vs NDAQ
+12.1%
+4.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +0.2% | +2.5% | -2.3% | -0.4% |
| 3M | +11.7% | +9.9% | +1.8% | +8.9% |
| All | +16.4% | +12.1% | +4.3% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling