+32.9%
XLV vs A
+24.4%
+8.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +5.5% | -2.4% | +7.9% | +6.1% |
| 30D | +13.3% | +3.6% | +9.7% | +12.3% |
| 3M | +17.4% | +27.5% | -10.0% | +11.1% |
| 6M | +32.1% | +58.5% | -26.3% | +18.4% |
| YTD | +24.0% | +31.2% | -7.1% | +18.0% |
| 1Y | +32.9% | +22.2% | +10.7% | +30.5% |
| All | +32.9% | +24.4% | +8.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling