+925.7%
XLV vs RF
+147.1%
+778.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +4.4% | -3.6% | +8.1% | +5.0% |
| 3M | +13.2% | +8.1% | +5.1% | +11.8% |
| 6M | +10.1% | +11.5% | -1.4% | +8.2% |
| YTD | +11.7% | +15.6% | -3.9% | +9.0% |
| 1Y | +26.9% | +15.7% | +11.3% | +23.7% |
| 3Y | +35.0% | +86.9% | -51.9% | +21.1% |
| 5Y | +35.9% | +89.8% | -54.0% | +20.0% |
| 10Y | +179.0% | +344.7% | -165.7% | +109.2% |
| All | +925.7% | +147.1% | +778.6% | +590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling