+169.4%
XLV vs BBY
+252.7%
-83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | -3.6% | +0.6% | -4.1% | -3.7% |
| 30D | -1.8% | +9.4% | -11.2% | -3.4% |
| 3M | +7.8% | +19.3% | -11.5% | +4.2% |
| 6M | +9.1% | +47.9% | -38.8% | +1.1% |
| YTD | +7.7% | +39.6% | -31.8% | +0.6% |
| 1Y | +20.4% | +22.2% | -1.8% | +14.9% |
| 3Y | +30.8% | +45.0% | -14.2% | +17.7% |
| 5Y | +34.6% | +2.6% | +32.1% | +26.4% |
| All | +169.4% | +252.7% | -83.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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