+889.2%
XLV vs RSG
+3,137.4%
-2,248.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.8% | +4.0% | -5.8% | -2.8% |
| 3M | +7.8% | +7.4% | +0.4% | +5.7% |
| 6M | +9.1% | +0.1% | +9.0% | +8.9% |
| YTD | +7.7% | +6.0% | +1.7% | +5.8% |
| 1Y | +20.4% | -3.0% | +23.4% | +21.0% |
| 3Y | +30.8% | +56.5% | -25.7% | +15.4% |
| 5Y | +34.6% | +90.9% | -56.3% | +12.4% |
| 10Y | +173.4% | +428.7% | -255.3% | +80.2% |
| All | +889.2% | +3,137.4% | -2,248.2% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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