+889.2%
XLV vs RJF
+3,894.1%
-3,004.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -2.9% |
| 30D | -1.8% | -4.3% | +2.4% | -0.8% |
| 3M | +7.8% | +15.7% | -7.9% | +3.8% |
| 6M | +9.1% | +17.8% | -8.7% | +4.5% |
| YTD | +7.7% | +9.2% | -1.4% | +4.8% |
| 1Y | +20.4% | +2.8% | +17.6% | +18.7% |
| 3Y | +30.8% | +69.5% | -38.7% | +12.2% |
| 5Y | +34.6% | +105.9% | -71.3% | +8.1% |
| 10Y | +173.4% | +424.9% | -251.5% | +67.8% |
| All | +889.2% | +3,894.1% | -3,004.8% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling