+30.8%
XLV vs RMD
+49.9%
-19.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -4.4% | +0.9% | -2.7% |
| 30D | -1.8% | -3.1% | +1.3% | -1.3% |
| 3M | +7.8% | +13.8% | -6.0% | +5.1% |
| 6M | +9.1% | -8.6% | +17.7% | +10.2% |
| YTD | +7.7% | -8.6% | +16.4% | +8.7% |
| 1Y | +20.4% | -19.7% | +40.1% | +24.0% |
| 3Y | +30.8% | +48.4% | -17.6% | +23.1% |
| All | +30.8% | +49.9% | -19.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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