+30.8%
XLV vs ADI
+121.1%
-90.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -0.8% |
| 7D | -3.6% | +4.6% | -8.1% | -4.1% |
| 30D | -1.8% | -1.2% | -0.7% | -1.7% |
| 3M | +7.8% | -7.8% | +15.6% | +8.5% |
| 6M | +9.1% | +19.3% | -10.2% | +4.5% |
| YTD | +7.7% | +40.9% | -33.2% | +0.2% |
| 1Y | +20.4% | +54.5% | -34.1% | +10.0% |
| 3Y | +30.8% | +123.4% | -92.7% | +9.1% |
| All | +30.8% | +121.1% | -90.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling