+373.1%
XLF vs NDAQ
+2,632.1%
-2,259.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +6.2% | +16.2% | -10.0% | -0.6% |
| 3M | +0.9% | +14.0% | -13.1% | -4.9% |
| 6M | +13.6% | +22.3% | -8.6% | +3.3% |
| YTD | +7.6% | +13.0% | -5.4% | +0.6% |
| 1Y | +10.2% | +24.0% | -13.8% | -1.1% |
| 3Y | +79.8% | +117.1% | -37.3% | +25.7% |
| 5Y | +58.0% | +67.5% | -9.5% | +21.7% |
| 10Y | +222.8% | +474.3% | -251.4% | +46.7% |
| All | +373.1% | +2,632.1% | -2,259.0% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling