+169.4%
XLV vs BAH
+207.9%
-38.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | +4.3% | -7.8% | -4.4% |
| 30D | -1.8% | -2.5% | +0.6% | -1.4% |
| 3M | +7.8% | -0.9% | +8.7% | +7.6% |
| 6M | +9.1% | +1.5% | +7.6% | +7.9% |
| YTD | +7.7% | -8.0% | +15.7% | +7.9% |
| 1Y | +20.4% | -24.7% | +45.2% | +26.1% |
| 3Y | +30.8% | -28.4% | +59.2% | +32.6% |
| 5Y | +34.6% | +2.8% | +31.8% | +19.4% |
| All | +169.4% | +207.9% | -38.6% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling