+110.2%
T vs XLV
+31.7%
+78.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -3.6% | +5.0% | +2.8% |
| 30D | +7.5% | -1.8% | +9.3% | +8.1% |
| 3M | +14.8% | +7.8% | +7.0% | +11.9% |
| 6M | -1.7% | +9.1% | -10.9% | -4.7% |
| YTD | +8.7% | +7.7% | +1.0% | +5.8% |
| 1Y | -7.5% | +20.4% | -27.9% | -14.0% |
| 3Y | +110.2% | +30.8% | +79.5% | +84.7% |
| All | +110.2% | +31.7% | +78.5% | +84.7% |
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