+31.0%
XLV vs BA
-4.2%
+35.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | -2.7% | -1.7% | -4.1% |
| 30D | -1.4% | -12.2% | +10.8% | -0.1% |
| 3M | +8.9% | -2.0% | +10.9% | +8.9% |
| 6M | +9.1% | -6.0% | +15.0% | +9.4% |
| YTD | +7.9% | -5.7% | +13.6% | +8.1% |
| 1Y | +22.7% | -10.0% | +32.7% | +23.4% |
| All | +31.0% | -4.2% | +35.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling