+30.8%
XLV vs RJF
+69.0%
-38.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -3.1% |
| 30D | -1.8% | -4.3% | +2.4% | -1.2% |
| 3M | +7.8% | +15.7% | -7.9% | +5.1% |
| 6M | +9.1% | +17.8% | -8.7% | +6.0% |
| YTD | +7.7% | +9.2% | -1.4% | +5.7% |
| 1Y | +20.4% | +2.8% | +17.6% | +19.2% |
| 3Y | +30.8% | +69.5% | -38.7% | +18.2% |
| All | +30.8% | +69.0% | -38.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling