+629.9%
XLV vs ACWI
+351.9%
+278.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | -0.6% | -0.5% | -0.7% |
| 3M | +8.2% | +4.3% | +4.0% | +5.0% |
| 6M | +8.9% | +12.7% | -3.8% | +0.1% |
| YTD | +8.5% | +13.9% | -5.4% | -1.0% |
| 1Y | +22.3% | +20.5% | +1.8% | +7.3% |
| 3Y | +32.6% | +76.5% | -43.9% | -10.5% |
| 5Y | +34.4% | +67.5% | -33.1% | -6.9% |
| 10Y | +175.4% | +231.8% | -56.5% | +21.9% |
| All | +629.9% | +351.9% | +278.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling