+896.5%
XLV vs ALL
+1,213.9%
-317.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -3.7% | -2.2% | -1.5% | -3.1% |
| 30D | -1.1% | -5.6% | +4.5% | +0.4% |
| 3M | +8.2% | +17.2% | -9.0% | +3.3% |
| 6M | +8.9% | +23.2% | -14.3% | +2.4% |
| YTD | +8.5% | +23.6% | -15.1% | +1.7% |
| 1Y | +22.3% | +29.2% | -6.9% | +13.0% |
| 3Y | +32.6% | +153.8% | -121.2% | 0.0% |
| 5Y | +34.4% | +116.1% | -81.7% | +4.1% |
| 10Y | +175.4% | +364.8% | -189.4% | +70.3% |
| All | +896.5% | +1,213.9% | -317.4% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling