-6.4%
T vs XLV
+34.1%
-40.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.2% |
| 7D | +5.5% | +5.5% | -0.1% | +3.9% |
| 30D | -8.9% | +13.3% | -22.2% | -11.4% |
| 3M | -5.6% | +17.4% | -23.0% | -9.0% |
| 6M | -14.3% | +32.1% | -46.4% | -18.6% |
| YTD | -7.9% | +24.0% | -32.0% | -12.0% |
| 1Y | -6.4% | +32.9% | -39.3% | -14.0% |
| All | -6.4% | +34.1% | -40.5% | -14.0% |
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