+165.3%
XLF vs U
-29.6%
+194.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.4% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | +7.6% | +27.6% | -19.9% | +5.5% |
| 3M | +1.1% | +15.3% | -14.3% | -0.3% |
| 6M | +15.9% | +96.4% | -80.5% | +9.3% |
| YTD | +8.4% | +19.6% | -11.1% | +5.1% |
| 1Y | +12.5% | +42.1% | -29.6% | +7.4% |
| 3Y | +81.6% | +87.5% | -6.0% | +63.7% |
| 5Y | +59.3% | -73.1% | +132.4% | +44.5% |
| All | +165.3% | -29.6% | +194.8% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling