+13.7%
XLV vs ADVB
-89.8%
+103.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.3% | -0.1% |
| 7D | -3.6% | -12.3% | +8.7% | -3.5% |
| 30D | -1.8% | +7.8% | -9.6% | -1.9% |
| 3M | +7.8% | +104.2% | -96.5% | +6.3% |
| 6M | +9.1% | +58.1% | -49.0% | +7.6% |
| YTD | +7.7% | +40.2% | -32.5% | +6.4% |
| 1Y | +20.4% | -16.1% | +36.5% | +19.8% |
| All | +13.7% | -89.8% | +103.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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