+14.5%
XLV vs ADVB
-89.4%
+103.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.3% |
| 7D | -3.7% | -13.0% | +9.3% | -3.6% |
| 30D | -1.1% | +7.5% | -8.6% | -1.2% |
| 3M | +8.2% | +129.1% | -120.9% | +6.6% |
| 6M | +8.9% | +71.7% | -62.8% | +7.3% |
| YTD | +8.5% | +45.5% | -37.0% | +7.2% |
| 1Y | +22.3% | -2.7% | +25.0% | +21.2% |
| All | +14.5% | -89.4% | +103.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling