+30.8%
XLV vs B
+192.3%
-161.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.4% |
| 30D | -1.8% | +6.3% | -8.2% | -2.3% |
| 3M | +7.8% | +12.1% | -4.4% | +6.6% |
| 6M | +9.1% | -3.1% | +12.2% | +8.9% |
| YTD | +7.7% | +2.0% | +5.8% | +6.8% |
| 1Y | +20.4% | +51.7% | -31.3% | +14.7% |
| 3Y | +30.8% | +190.5% | -159.7% | +15.9% |
| All | +30.8% | +192.3% | -161.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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