+35.5%
XLV vs BB
-26.5%
+61.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -1.8% | -12.5% | +10.7% | -1.1% |
| 3M | +7.8% | -17.4% | +25.2% | +8.4% |
| 6M | +9.1% | +119.1% | -110.0% | +1.9% |
| YTD | +7.7% | +102.4% | -94.6% | +1.2% |
| 1Y | +20.4% | +98.2% | -77.8% | +12.8% |
| 3Y | +30.8% | +46.9% | -16.2% | +23.2% |
| All | +35.5% | -26.5% | +61.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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