+1,235.8%
EWY vs XLV
+752.6%
+483.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | -0.1% | -3.6% | +3.5% | +3.2% |
| 30D | +7.3% | -1.8% | +9.1% | +8.7% |
| 3M | -5.1% | +7.8% | -12.9% | -13.4% |
| 6M | +42.1% | +9.1% | +32.9% | +27.9% |
| YTD | +94.1% | +7.7% | +86.4% | +76.9% |
| 1Y | +147.8% | +20.4% | +127.4% | +102.2% |
| 3Y | +222.9% | +30.8% | +192.2% | +139.8% |
| 5Y | +150.6% | +34.6% | +116.0% | +78.3% |
| 10Y | +304.4% | +173.4% | +131.0% | +37.7% |
| All | +1,235.8% | +752.6% | +483.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling