+169.4%
XLV vs A
+256.4%
-87.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.2% |
| 7D | -3.6% | -2.6% | -0.9% | -2.6% |
| 30D | -1.8% | -0.9% | -0.9% | -1.6% |
| 3M | +7.8% | +13.6% | -5.8% | +2.2% |
| 6M | +9.1% | +27.8% | -18.7% | -2.3% |
| YTD | +7.7% | +8.6% | -0.9% | +2.9% |
| 1Y | +20.4% | +16.9% | +3.5% | +11.2% |
| 3Y | +30.8% | +32.9% | -2.1% | +10.1% |
| 5Y | +34.6% | -14.1% | +48.7% | +35.6% |
| All | +169.4% | +256.4% | -87.0% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling