+34.9%
XLV vs BA
-4.8%
+39.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | +8.9% | -2.0% | +10.9% | +8.9% |
| 6M | +9.1% | -6.0% | +15.0% | +9.5% |
| YTD | +7.9% | -5.7% | +13.6% | +8.2% |
| 1Y | +22.7% | -10.0% | +32.7% | +23.6% |
| 3Y | +31.9% | -3.1% | +35.0% | +29.3% |
| 5Y | +34.9% | -2.6% | +37.5% | +26.1% |
| All | +34.9% | -4.8% | +39.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling