+35.5%
XLV vs RBA
+39.4%
-3.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.7% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -1.8% | -2.9% | +1.1% | -1.5% |
| 3M | +7.8% | -20.9% | +28.7% | +10.9% |
| 6M | +9.1% | -17.7% | +26.8% | +11.5% |
| YTD | +7.7% | -18.2% | +25.9% | +9.8% |
| 1Y | +20.4% | -29.1% | +49.5% | +25.5% |
| 3Y | +30.8% | +29.5% | +1.2% | +23.7% |
| All | +35.5% | +39.4% | -3.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling