+1,034.1%
XLV vs RF
+134.4%
+899.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +2.2% | +1.9% | +0.2% | +1.9% |
| 30D | +8.6% | +7.3% | +1.2% | +7.4% |
| 3M | +12.6% | -7.9% | +20.5% | +13.9% |
| 6M | +29.8% | +10.5% | +19.3% | +27.7% |
| YTD | +23.5% | +9.6% | +13.9% | +21.5% |
| 1Y | +25.7% | +20.3% | +5.4% | +21.9% |
| 3Y | +56.3% | +119.5% | -63.2% | +37.1% |
| 5Y | +53.1% | +48.2% | +4.9% | +40.4% |
| 10Y | +216.7% | +234.3% | -17.6% | +147.1% |
| All | +1,034.1% | +134.4% | +899.7% | +669.2% |
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