+32.9%
XLV vs ADI
+76.5%
-43.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.0% |
| 7D | +5.5% | -5.1% | +10.7% | +5.5% |
| 30D | +13.3% | -3.1% | +16.4% | +13.3% |
| 3M | +17.4% | +7.1% | +10.3% | +17.2% |
| 6M | +32.1% | +2.9% | +29.2% | +30.5% |
| YTD | +24.0% | +51.1% | -27.1% | +11.4% |
| 1Y | +32.9% | +79.3% | -46.4% | +15.0% |
| All | +32.9% | +76.5% | -43.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling