+30.8%
XLV vs RNG
+119.8%
-89.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -6.1% | +2.5% | -3.3% |
| 30D | -1.8% | +9.6% | -11.4% | -2.3% |
| 3M | +7.8% | +83.3% | -75.5% | +4.6% |
| 6M | +9.1% | +77.9% | -68.8% | +5.6% |
| YTD | +7.7% | +139.9% | -132.2% | +1.9% |
| 1Y | +20.4% | +121.7% | -101.2% | +14.3% |
| 3Y | +30.8% | +121.9% | -91.1% | +21.6% |
| All | +30.8% | +119.8% | -89.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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