+30.8%
XLV vs ROST
+98.0%
-67.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -1.8% | -6.9% | +5.0% | -0.5% |
| 3M | +7.8% | -3.3% | +11.1% | +8.4% |
| 6M | +9.1% | +9.0% | +0.1% | +6.8% |
| YTD | +7.7% | +28.9% | -21.1% | +1.7% |
| 1Y | +20.4% | +54.0% | -33.6% | +9.4% |
| 3Y | +30.8% | +100.7% | -70.0% | +11.5% |
| All | +30.8% | +98.0% | -67.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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