+30.8%
XLV vs INDA
+7.9%
+22.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -2.7% |
| 30D | -1.8% | -2.8% | +0.9% | -0.9% |
| 3M | +7.8% | +1.6% | +6.2% | +7.1% |
| 6M | +9.1% | -1.4% | +10.5% | +9.4% |
| YTD | +7.7% | -10.1% | +17.9% | +11.3% |
| 1Y | +20.4% | -8.8% | +29.2% | +23.6% |
| 3Y | +30.8% | +7.6% | +23.2% | +22.0% |
| All | +30.8% | +7.9% | +22.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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