+265.9%
XLV vs USFR
+27.7%
+238.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | +0.4% | -2.2% | -1.9% |
| 3M | +7.8% | +1.0% | +6.7% | +7.5% |
| 6M | +9.1% | +2.0% | +7.1% | +8.5% |
| YTD | +7.7% | +2.8% | +5.0% | +6.9% |
| 1Y | +20.4% | +4.1% | +16.3% | +19.1% |
| 3Y | +30.8% | +14.1% | +16.6% | +26.0% |
| 5Y | +34.6% | +20.6% | +14.1% | +27.6% |
| 10Y | +173.4% | +28.1% | +145.2% | +155.1% |
| All | +265.9% | +27.7% | +238.1% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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