+163.1%
XLF vs U
-33.1%
+196.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +1.2% | +2.8% | -1.6% | +1.0% |
| 30D | +6.2% | +7.6% | -1.4% | +5.4% |
| 3M | +0.9% | +12.7% | -11.8% | -0.4% |
| 6M | +13.6% | +87.0% | -73.3% | +7.6% |
| YTD | +7.6% | +13.6% | -6.0% | +4.6% |
| 1Y | +10.2% | +25.3% | -15.1% | +6.2% |
| 3Y | +79.8% | +85.8% | -6.0% | +62.3% |
| 5Y | +58.0% | -74.5% | +132.5% | +43.9% |
| All | +163.1% | -33.1% | +196.2% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling