+62.4%
EWY vs XLV
+34.1%
+28.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -0.9% |
| 7D | -8.3% | +5.5% | -13.8% | -6.7% |
| 30D | -20.5% | +13.3% | -33.9% | -17.8% |
| 3M | -11.1% | +17.4% | -28.6% | -7.4% |
| 6M | -7.0% | +32.1% | -39.1% | -9.5% |
| YTD | +56.5% | +24.0% | +32.4% | +61.1% |
| 1Y | +62.4% | +32.9% | +29.5% | +64.5% |
| All | +62.4% | +34.1% | +28.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling