+26.9%
XLV vs BLK
+3.3%
+23.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +0.2% | -3.6% | +3.8% | +0.6% |
| 30D | +4.4% | -1.0% | +5.4% | +4.6% |
| 3M | +13.2% | +10.4% | +2.9% | +11.9% |
| 6M | +10.1% | +8.2% | +1.9% | +8.4% |
| YTD | +11.7% | +6.0% | +5.7% | +9.9% |
| 1Y | +26.9% | +3.3% | +23.6% | +26.0% |
| All | +26.9% | +3.3% | +23.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling