-3.2%
VRT vs XLV
+9.5%
-12.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | -0.3% |
| 7D | +13.6% | -2.6% | +16.3% | +9.1% |
| 30D | +6.8% | +0.9% | +5.9% | +9.3% |
| 3M | -3.2% | +10.0% | -13.2% | +22.5% |
| All | -3.2% | +9.5% | -12.8% | +22.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling