+30.8%
XLV vs ALL
+152.0%
-121.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -3.6% | -2.3% | -1.3% | -3.1% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +7.8% | +16.0% | -8.2% | +4.4% |
| 6M | +9.1% | +24.6% | -15.5% | +4.1% |
| YTD | +7.7% | +23.7% | -15.9% | +2.7% |
| 1Y | +20.4% | +27.7% | -7.3% | +13.8% |
| 3Y | +30.8% | +150.2% | -119.5% | +5.6% |
| All | +30.8% | +152.0% | -121.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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