+784.2%
XLV vs RSP
+1,115.0%
-330.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.3% |
| 7D | -3.7% | -1.8% | -1.9% | -2.5% |
| 30D | -1.1% | -2.5% | +1.4% | +0.6% |
| 3M | +8.2% | +3.0% | +5.2% | +6.2% |
| 6M | +8.9% | +8.9% | 0.0% | +3.1% |
| YTD | +8.5% | +13.0% | -4.4% | +0.3% |
| 1Y | +22.3% | +16.2% | +6.1% | +11.0% |
| 3Y | +32.6% | +52.7% | -20.1% | +0.6% |
| 5Y | +34.4% | +50.5% | -16.1% | +2.1% |
| 10Y | +175.4% | +209.8% | -34.4% | +30.9% |
| All | +784.2% | +1,115.0% | -330.8% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling