+20.6%
XLV vs RF
+15.2%
+5.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | -1.4% | -4.3% | +2.9% | -0.7% |
| 3M | +8.9% | +5.9% | +3.0% | +7.5% |
| 6M | +9.1% | +14.1% | -5.0% | +6.1% |
| YTD | +7.9% | +13.8% | -5.9% | +4.2% |
| All | +20.6% | +15.2% | +5.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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