+392.9%
BAC vs XLV
+174.9%
+218.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | 0.0% | -3.6% | +3.6% | +3.4% |
| 30D | -2.8% | -1.8% | -0.9% | -1.4% |
| 3M | +14.2% | +7.8% | +6.4% | +5.6% |
| 6M | +30.5% | +9.1% | +21.4% | +19.0% |
| YTD | +15.8% | +7.7% | +8.1% | +6.4% |
| 1Y | +26.2% | +20.4% | +5.7% | +3.3% |
| 3Y | +136.5% | +30.8% | +105.8% | +75.9% |
| 5Y | +75.9% | +34.6% | +41.3% | +25.8% |
| All | +392.9% | +174.9% | +218.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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