+9.1%
XLV vs RUN
-25.0%
+34.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.5% |
| 7D | -4.4% | -3.4% | -1.0% | -4.3% |
| 30D | -1.4% | -14.0% | +12.6% | -1.2% |
| 3M | +8.9% | -27.5% | +36.3% | +8.8% |
| 6M | +9.1% | -29.0% | +38.1% | +7.3% |
| All | +9.1% | -25.0% | +34.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 6mo: compounded portfolio wealth divided by compounded RUN 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…
6mo analysis · Full analysis span regression · 6 months rolling