+896.5%
XLV vs RBA
+2,784.0%
-1,887.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -3.7% | -1.9% | -1.8% | -3.4% |
| 30D | -1.1% | -13.0% | +11.9% | +1.2% |
| 3M | +8.2% | -23.1% | +31.4% | +12.7% |
| 6M | +8.9% | -22.6% | +31.5% | +13.2% |
| YTD | +8.5% | -20.4% | +28.9% | +11.9% |
| 1Y | +22.3% | -29.6% | +51.9% | +28.7% |
| 3Y | +32.6% | +26.6% | +6.1% | +24.7% |
| 5Y | +34.4% | +38.2% | -3.8% | +22.2% |
| 10Y | +175.4% | +194.7% | -19.3% | +113.8% |
| All | +896.5% | +2,784.0% | -1,887.4% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling