+18.5%
XLV vs VG
-35.7%
+54.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -3.7% | +3.8% | -7.5% | -3.7% |
| 30D | -1.1% | +7.2% | -8.3% | -1.2% |
| 3M | +8.2% | +22.8% | -14.5% | +8.0% |
| 6M | +8.9% | +33.2% | -24.3% | +8.1% |
| YTD | +8.5% | +124.8% | -116.3% | +6.0% |
| 1Y | +22.3% | +15.8% | +6.5% | +21.8% |
| All | +18.5% | -35.7% | +54.1% | +12.6% |
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