+899.8%
XLV vs B
+251.2%
+648.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.5% |
| 7D | -2.6% | +2.3% | -5.0% | -2.7% |
| 30D | +0.9% | +1.4% | -0.5% | +0.8% |
| 3M | +10.0% | +12.2% | -2.2% | +9.3% |
| 6M | +10.4% | -2.1% | +12.5% | +10.2% |
| YTD | +8.9% | +2.9% | +5.9% | +8.4% |
| 1Y | +23.4% | +55.3% | -31.9% | +20.6% |
| 3Y | +33.1% | +198.7% | -165.6% | +26.3% |
| 5Y | +33.3% | +153.8% | -120.5% | +26.7% |
| 10Y | +170.8% | +193.4% | -22.6% | +154.6% |
| All | +899.8% | +251.2% | +648.6% | +870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling