+35.5%
XLV vs B
+157.4%
-122.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.3% |
| 30D | -1.8% | +6.3% | -8.2% | -2.4% |
| 3M | +7.8% | +12.1% | -4.4% | +6.5% |
| 6M | +9.1% | -3.1% | +12.2% | +8.9% |
| YTD | +7.7% | +2.0% | +5.8% | +6.7% |
| 1Y | +20.4% | +51.7% | -31.3% | +14.2% |
| 3Y | +30.8% | +190.5% | -159.7% | +14.7% |
| All | +35.5% | +157.4% | -122.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling