+370.5%
XLF vs NDAQ
+2,327.9%
-1,957.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | 0.0% | -2.4% | +2.4% | +1.0% |
| 30D | +0.2% | +2.5% | -2.3% | -0.9% |
| 3M | +11.7% | +9.9% | +1.8% | +6.7% |
| 6M | +13.8% | +9.4% | +4.4% | +8.5% |
| YTD | +7.0% | +0.4% | +6.6% | +5.5% |
| 1Y | +9.1% | +4.0% | +5.1% | +5.7% |
| 3Y | +75.6% | +94.4% | -18.8% | +28.8% |
| 5Y | +66.4% | +56.7% | +9.7% | +32.0% |
| 10Y | +250.3% | +375.3% | -125.0% | +72.7% |
| All | +370.5% | +2,327.9% | -1,957.4% | +51.5% |
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