+328.7%
XLF vs USFR
+27.6%
+301.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | +0.3% | -0.8% | -0.7% |
| 3M | +10.6% | +1.0% | +9.7% | +10.2% |
| 6M | +14.3% | +1.9% | +12.4% | +13.4% |
| YTD | +5.5% | +2.7% | +2.9% | +4.4% |
| 1Y | +9.6% | +4.0% | +5.5% | +7.7% |
| 3Y | +75.2% | +14.0% | +61.1% | +65.9% |
| 5Y | +65.5% | +20.4% | +45.1% | +53.2% |
| 10Y | +246.4% | +28.1% | +218.4% | +213.6% |
| All | +328.7% | +27.6% | +301.1% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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