+148.7%
EWY vs XLV
+33.9%
+114.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -3.6% | +3.5% | +1.7% |
| 30D | +7.3% | -1.8% | +9.1% | +8.0% |
| 3M | -5.1% | +7.8% | -12.9% | -10.3% |
| 6M | +42.1% | +9.1% | +32.9% | +33.2% |
| YTD | +94.1% | +7.7% | +86.4% | +83.6% |
| 1Y | +147.8% | +20.4% | +127.4% | +117.6% |
| 3Y | +222.9% | +30.8% | +192.2% | +165.4% |
| All | +148.7% | +33.9% | +114.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling