+30.8%
XLV vs ALB
-33.9%
+64.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | 0.0% |
| 7D | -3.6% | -6.9% | +3.4% | -3.2% |
| 30D | -1.8% | -8.4% | +6.6% | -1.4% |
| 3M | +7.8% | -25.9% | +33.7% | +9.5% |
| 6M | +9.1% | -29.7% | +38.8% | +10.8% |
| YTD | +7.7% | -16.5% | +24.2% | +7.7% |
| 1Y | +20.4% | +58.7% | -38.3% | +14.6% |
| 3Y | +30.8% | -34.0% | +64.7% | +28.7% |
| All | +30.8% | -33.9% | +64.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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