+32.9%
XLV vs BA
-12.3%
+45.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.9% |
| 7D | +5.5% | +5.9% | -0.4% | +5.0% |
| 30D | +13.3% | -8.2% | +21.5% | +14.0% |
| 3M | +17.4% | -25.4% | +42.8% | +20.7% |
| 6M | +32.1% | -20.0% | +52.1% | +34.4% |
| YTD | +24.0% | -18.5% | +42.5% | +25.5% |
| 1Y | +32.9% | -10.6% | +43.5% | +34.5% |
| All | +32.9% | -12.3% | +45.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling