+20.4%
XLV vs P
+20.5%
-0.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.1% |
| 7D | -3.6% | -1.3% | -2.2% | -3.6% |
| 30D | -1.8% | -11.9% | +10.0% | -2.1% |
| 3M | +7.8% | +41.6% | -33.8% | +8.8% |
| 6M | +9.1% | +58.1% | -49.0% | +9.4% |
| YTD | +7.7% | +46.5% | -38.8% | +8.0% |
| 1Y | +20.4% | +19.1% | +1.4% | +19.9% |
| All | +20.4% | +20.5% | -0.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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