+169.4%
XLV vs BG
+166.7%
+2.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | -3.6% | +3.1% | -6.7% | -4.1% |
| 30D | -1.8% | +10.2% | -12.1% | -3.6% |
| 3M | +7.8% | -1.7% | +9.5% | +7.8% |
| 6M | +9.1% | +1.0% | +8.1% | +8.3% |
| YTD | +7.7% | +39.9% | -32.2% | +0.6% |
| 1Y | +20.4% | +53.2% | -32.8% | +10.2% |
| 3Y | +30.8% | +16.3% | +14.5% | +24.7% |
| 5Y | +34.6% | +83.9% | -49.2% | +14.2% |
| All | +169.4% | +166.7% | +2.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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