+891.0%
XLV vs BEN
+390.4%
+500.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.7% |
| 3M | +8.9% | +9.2% | -0.3% | +5.9% |
| 6M | +9.1% | +36.8% | -27.7% | -0.7% |
| YTD | +7.9% | +44.4% | -36.5% | -3.5% |
| 1Y | +22.7% | +45.8% | -23.1% | +9.2% |
| 3Y | +31.9% | +52.5% | -20.6% | +13.0% |
| 5Y | +34.9% | +37.7% | -2.8% | +15.7% |
| 10Y | +173.9% | +55.4% | +118.4% | +112.5% |
| All | +891.0% | +390.4% | +500.6% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling