+169.4%
XLV vs ADM
+177.9%
-8.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | +2.5% | -6.0% | -4.2% |
| 30D | -1.8% | +9.5% | -11.3% | -4.2% |
| 3M | +7.8% | +10.6% | -2.8% | +4.7% |
| 6M | +9.1% | +24.0% | -14.9% | +2.4% |
| YTD | +7.7% | +54.0% | -46.2% | -5.0% |
| 1Y | +20.4% | +45.3% | -24.9% | +7.6% |
| 3Y | +30.8% | +21.8% | +9.0% | +20.5% |
| 5Y | +34.6% | +66.8% | -32.2% | +6.9% |
| All | +169.4% | +177.9% | -8.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling