+67.4%
XLF vs RF
+89.8%
-22.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | +0.2% | -3.6% | +3.8% | +1.8% |
| 3M | +11.7% | +8.1% | +3.6% | +7.6% |
| 6M | +13.8% | +11.5% | +2.3% | +7.8% |
| YTD | +7.0% | +15.6% | -8.6% | -0.5% |
| 1Y | +9.1% | +15.7% | -6.5% | +1.2% |
| 3Y | +75.6% | +86.9% | -11.3% | +27.5% |
| All | +67.4% | +89.8% | -22.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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