+29.3%
V vs XLY
+3.2%
+26.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.4% | +2.3% |
| 7D | +9.0% | +6.1% | +2.9% | +6.8% |
| 30D | +18.1% | +10.8% | +7.3% | +14.1% |
| 3M | +18.3% | +3.6% | +14.7% | +16.7% |
| 6M | +34.1% | +4.4% | +29.7% | +31.7% |
| YTD | +25.2% | +3.1% | +22.1% | +23.1% |
| 1Y | +29.3% | +3.6% | +25.7% | +26.8% |
| All | +29.3% | +3.2% | +26.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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