+56.3%
XLV vs BA
-15.7%
+72.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +8.6% | -7.1% | +15.7% | +9.2% |
| 3M | +12.6% | -25.5% | +38.1% | +15.8% |
| 6M | +29.8% | -28.7% | +58.5% | +33.9% |
| YTD | +23.5% | -21.0% | +44.5% | +25.7% |
| 1Y | +25.7% | -11.9% | +37.6% | +26.5% |
| 3Y | +56.3% | -16.2% | +72.5% | +48.7% |
| All | +56.3% | -15.7% | +72.0% | +48.7% |
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