+34.8%
XLV vs VG
-44.6%
+79.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +2.2% | +14.0% | -11.8% | +2.2% |
| 30D | +8.6% | -1.0% | +9.5% | +8.6% |
| 3M | +12.6% | -2.7% | +15.3% | +12.6% |
| 6M | +29.8% | +1.5% | +28.3% | +29.6% |
| YTD | +23.5% | +93.7% | -70.2% | +20.7% |
| 1Y | +25.7% | +68.5% | -42.8% | +23.3% |
| All | +34.8% | -44.6% | +79.4% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling