+2,864.5%
V vs XLV
+631.3%
+2,233.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -2.9% | -3.7% | +0.8% | +0.5% |
| 30D | +1.9% | -1.1% | +3.0% | +2.7% |
| 3M | +13.2% | +8.2% | +5.0% | +4.8% |
| 6M | +16.7% | +8.9% | +7.8% | +7.1% |
| YTD | +5.4% | +8.5% | -3.1% | -3.3% |
| 1Y | +7.7% | +22.3% | -14.6% | -11.8% |
| 3Y | +52.0% | +32.6% | +19.4% | +14.0% |
| 5Y | +67.7% | +34.4% | +33.3% | +24.0% |
| 10Y | +384.8% | +175.4% | +209.4% | +83.9% |
| All | +2,864.5% | +631.3% | +2,233.2% | +346.4% |
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