+826.7%
XLV vs BLK
+12,998.0%
-12,171.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -3.6% | -3.3% | -0.2% | -2.7% |
| 30D | -1.8% | -6.5% | +4.7% | -0.1% |
| 3M | +7.8% | +6.7% | +1.0% | +5.7% |
| 6M | +9.1% | +14.7% | -5.6% | +4.8% |
| YTD | +7.7% | +2.5% | +5.2% | +6.2% |
| 1Y | +20.4% | -2.8% | +23.2% | +20.1% |
| 3Y | +30.8% | +65.9% | -35.1% | +12.5% |
| 5Y | +34.6% | +33.0% | +1.7% | +20.7% |
| 10Y | +173.4% | +281.2% | -107.8% | +85.9% |
| All | +826.7% | +12,998.0% | -12,171.3% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling