+742.2%
XLV vs A
+428.5%
+313.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -4.4% | -4.6% | +0.2% | -3.4% |
| 30D | -1.4% | -4.3% | +2.9% | -0.5% |
| 3M | +8.9% | +8.9% | -0.1% | +6.7% |
| 6M | +9.1% | +24.5% | -15.4% | +3.4% |
| YTD | +7.9% | +5.8% | +2.1% | +5.9% |
| 1Y | +22.7% | +16.2% | +6.5% | +17.8% |
| 3Y | +31.9% | +28.5% | +3.5% | +22.4% |
| 5Y | +34.9% | -16.3% | +51.2% | +35.7% |
| 10Y | +173.9% | +244.9% | -71.1% | +107.1% |
| All | +742.2% | +428.5% | +313.8% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling