+30.8%
XLV vs CBOE
+89.1%
-58.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.1% |
| 7D | -3.6% | -5.8% | +2.3% | -3.4% |
| 30D | -1.8% | -3.1% | +1.3% | -1.7% |
| 3M | +7.8% | -4.8% | +12.5% | +8.0% |
| 6M | +9.1% | -0.6% | +9.7% | +9.0% |
| YTD | +7.7% | +12.8% | -5.1% | +6.8% |
| 1Y | +20.4% | +19.8% | +0.6% | +18.8% |
| 3Y | +30.8% | +86.9% | -56.2% | +24.7% |
| All | +30.8% | +89.1% | -58.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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