+34.1%
XLV vs VG
-44.1%
+78.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.6% |
| 7D | +1.6% | +15.1% | -13.5% | +1.6% |
| 30D | +10.7% | -4.2% | +14.9% | +10.7% |
| 3M | +11.9% | -3.1% | +15.0% | +11.9% |
| 6M | +29.8% | +0.3% | +29.5% | +29.7% |
| YTD | +22.8% | +95.5% | -72.6% | +20.1% |
| 1Y | +25.0% | +64.4% | -39.5% | +22.7% |
| All | +34.1% | -44.1% | +78.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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