+30.8%
XLV vs BG
+18.0%
+12.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | -3.6% | +3.1% | -6.7% | -3.8% |
| 30D | -1.8% | +10.2% | -12.1% | -2.7% |
| 3M | +7.8% | -1.7% | +9.5% | +7.8% |
| 6M | +9.1% | +1.0% | +8.1% | +8.7% |
| YTD | +7.7% | +39.9% | -32.2% | +3.6% |
| 1Y | +20.4% | +53.2% | -32.8% | +14.5% |
| 3Y | +30.8% | +16.3% | +14.5% | +26.9% |
| All | +30.8% | +18.0% | +12.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling