+217.7%
XLV vs ACWI
+224.5%
-6.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.2% | +2.4% | -0.3% | +0.4% |
| 30D | +8.6% | -1.7% | +10.2% | +9.8% |
| 3M | +12.6% | -3.9% | +16.5% | +15.6% |
| 6M | +29.8% | +0.8% | +29.0% | +28.2% |
| YTD | +23.5% | +11.0% | +12.5% | +13.3% |
| 1Y | +25.7% | +13.1% | +12.6% | +13.7% |
| 3Y | +56.3% | +73.9% | -17.6% | +0.8% |
| 5Y | +53.1% | +59.0% | -5.9% | +5.1% |
| All | +217.7% | +224.5% | -6.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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