+92.9%
QQQ vs XLV
+31.7%
+61.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -3.6% | +3.0% | +0.8% |
| 30D | -1.2% | -1.8% | +0.6% | -0.6% |
| 3M | -0.2% | +7.8% | -8.0% | -4.1% |
| 6M | +17.9% | +9.1% | +8.8% | +12.5% |
| YTD | +16.6% | +7.7% | +8.9% | +11.9% |
| 1Y | +23.0% | +20.4% | +2.6% | +10.0% |
| 3Y | +92.9% | +30.8% | +62.2% | +62.8% |
| All | +92.9% | +31.7% | +61.2% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling