+65.0%
XLF vs U
-68.9%
+133.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -1.6% | -4.1% | +2.5% | -1.3% |
| 3M | +9.3% | +57.8% | -48.5% | +4.4% |
| 6M | +14.6% | +103.5% | -88.9% | +6.4% |
| YTD | +4.7% | -4.8% | +9.5% | +3.4% |
| 1Y | +8.6% | -2.4% | +11.0% | +6.4% |
| 3Y | +73.9% | +11.7% | +62.2% | +61.5% |
| 5Y | +65.0% | -68.9% | +133.9% | +57.0% |
| All | +65.0% | -68.9% | +133.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling