+8.3%
XLF vs Q
+78.4%
-70.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -1.0% | +6.6% | -7.7% | -1.4% |
| 30D | -1.3% | -6.6% | +5.3% | -1.0% |
| 3M | +9.1% | -13.2% | +22.4% | +9.2% |
| 6M | +14.4% | +9.9% | +4.4% | +10.9% |
| YTD | +5.1% | +53.9% | -48.9% | -1.4% |
| All | +8.3% | +78.4% | -70.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling