+889.2%
XLV vs ADI
+4,228.0%
-3,338.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -1.1% |
| 7D | -3.6% | +4.6% | -8.1% | -4.4% |
| 30D | -1.8% | -1.2% | -0.7% | -1.7% |
| 3M | +7.8% | -7.8% | +15.6% | +8.8% |
| 6M | +9.1% | +19.3% | -10.2% | +4.2% |
| YTD | +7.7% | +40.9% | -33.2% | -0.6% |
| 1Y | +20.4% | +54.5% | -34.1% | +8.8% |
| 3Y | +30.8% | +123.4% | -92.7% | +7.5% |
| 5Y | +34.6% | +142.3% | -107.7% | +7.4% |
| 10Y | +173.4% | +664.1% | -490.7% | +71.0% |
| All | +889.2% | +4,228.0% | -3,338.7% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling