+64.3%
XLF vs NI
+96.9%
-32.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -1.4% | +0.2% | -0.7% |
| 3M | +9.2% | -10.6% | +19.8% | +13.5% |
| 6M | +16.3% | -9.3% | +25.6% | +20.0% |
| YTD | +5.4% | +1.1% | +4.3% | +4.0% |
| 1Y | +7.6% | +3.4% | +4.2% | +5.0% |
| 3Y | +74.2% | +67.9% | +6.3% | +39.2% |
| All | +64.3% | +96.9% | -32.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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