+30.8%
XLV vs BEN
+51.0%
-20.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -3.0% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +7.8% | +6.8% | +0.9% | +6.3% |
| 6M | +9.1% | +38.1% | -29.0% | +2.5% |
| YTD | +7.7% | +44.3% | -36.6% | +0.2% |
| 1Y | +20.4% | +42.6% | -22.2% | +12.1% |
| 3Y | +30.8% | +52.3% | -21.5% | +18.2% |
| All | +30.8% | +51.0% | -20.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling