+30.8%
XLV vs RSP
+52.2%
-21.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.6% | -1.9% | -1.7% | -2.3% |
| 30D | -1.8% | -2.8% | +1.0% | +0.1% |
| 3M | +7.8% | +2.8% | +4.9% | +5.8% |
| 6M | +9.1% | +10.2% | -1.1% | +2.2% |
| YTD | +7.7% | +13.1% | -5.4% | -0.8% |
| 1Y | +20.4% | +14.8% | +5.7% | +9.8% |
| 3Y | +30.8% | +52.6% | -21.8% | -0.1% |
| All | +30.8% | +52.2% | -21.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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