+896.5%
XLV vs BA
+918.6%
-22.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | -1.1% | -11.3% | +10.2% | +1.6% |
| 3M | +8.2% | -3.8% | +12.0% | +8.8% |
| 6M | +8.9% | -8.3% | +17.2% | +10.3% |
| YTD | +8.5% | -4.9% | +13.5% | +8.8% |
| 1Y | +22.3% | -10.1% | +32.4% | +23.7% |
| 3Y | +32.6% | -2.3% | +34.9% | +28.0% |
| 5Y | +34.4% | -3.5% | +37.9% | +25.7% |
| 10Y | +175.4% | +74.6% | +100.8% | +91.6% |
| All | +896.5% | +918.6% | -22.1% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling