+30.8%
XLV vs ALK
+3.1%
+27.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | -1.8% | -13.1% | +11.3% | -0.6% |
| 3M | +7.8% | -11.8% | +19.6% | +8.7% |
| 6M | +9.1% | -0.4% | +9.5% | +8.3% |
| YTD | +7.7% | -18.2% | +25.9% | +8.5% |
| 1Y | +20.4% | -35.5% | +56.0% | +23.9% |
| 3Y | +30.8% | +1.8% | +29.0% | +24.6% |
| All | +30.8% | +3.1% | +27.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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