+34.9%
XLV vs ACWI
+65.2%
-30.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | -4.4% | -1.9% | -2.4% | -3.3% |
| 30D | -1.4% | -1.3% | -0.1% | -0.7% |
| 3M | +8.9% | +5.0% | +3.9% | +5.6% |
| 6M | +9.1% | +11.7% | -2.6% | +1.8% |
| YTD | +7.9% | +13.0% | -5.0% | -0.1% |
| 1Y | +22.7% | +19.2% | +3.5% | +9.9% |
| 3Y | +31.9% | +75.0% | -43.1% | -7.3% |
| 5Y | +34.9% | +67.1% | -32.2% | -4.0% |
| All | +34.9% | +65.2% | -30.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling