+1,561.5%
QQQ vs XLV
+786.3%
+775.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.6% | -3.6% | +3.0% | +2.9% |
| 30D | -1.2% | -1.8% | +0.6% | +0.2% |
| 3M | -0.2% | +7.8% | -8.0% | -8.3% |
| 6M | +17.9% | +9.1% | +8.8% | +6.6% |
| YTD | +16.6% | +7.7% | +8.9% | +6.4% |
| 1Y | +23.0% | +20.4% | +2.6% | +0.1% |
| 3Y | +92.9% | +30.8% | +62.2% | +42.7% |
| 5Y | +95.6% | +34.6% | +61.0% | +41.1% |
| 10Y | +570.4% | +173.4% | +397.0% | +137.1% |
| All | +1,561.5% | +786.3% | +775.1% | +68.9% |
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