+17.8%
XLV vs VG
-34.8%
+52.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.6% |
| 7D | -4.4% | +7.0% | -11.4% | -4.4% |
| 30D | -1.4% | +17.2% | -18.6% | -1.5% |
| 3M | +8.9% | +16.8% | -7.9% | +8.7% |
| 6M | +9.1% | +36.3% | -27.2% | +8.3% |
| YTD | +7.9% | +127.9% | -120.0% | +5.4% |
| 1Y | +22.7% | +11.7% | +11.0% | +22.4% |
| All | +17.8% | -34.8% | +52.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling