+169.4%
XLV vs BBWI
-55.0%
+224.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.8% |
| 7D | -3.6% | -4.8% | +1.3% | -3.1% |
| 30D | -1.8% | +3.5% | -5.3% | -2.4% |
| 3M | +7.8% | -0.3% | +8.1% | +7.4% |
| 6M | +9.1% | -5.4% | +14.5% | +8.8% |
| YTD | +7.7% | -4.7% | +12.5% | +7.1% |
| 1Y | +20.4% | -30.5% | +50.9% | +22.9% |
| 3Y | +30.8% | -44.3% | +75.1% | +33.6% |
| 5Y | +34.6% | -66.9% | +101.5% | +42.3% |
| All | +169.4% | -55.0% | +224.3% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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