+889.2%
XLV vs BBY
+1,309.9%
-420.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | -3.6% | +0.6% | -4.1% | -3.6% |
| 30D | -1.8% | +9.4% | -11.2% | -3.3% |
| 3M | +7.8% | +19.3% | -11.5% | +4.7% |
| 6M | +9.1% | +47.9% | -38.8% | +2.1% |
| YTD | +7.7% | +39.6% | -31.8% | +1.5% |
| 1Y | +20.4% | +22.2% | -1.8% | +15.6% |
| 3Y | +30.8% | +45.0% | -14.2% | +19.8% |
| 5Y | +34.6% | +2.6% | +32.1% | +27.7% |
| 10Y | +173.4% | +250.5% | -77.1% | +107.3% |
| All | +889.2% | +1,309.9% | -420.7% | +366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling