+379.1%
V vs XLY
+220.9%
+158.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -1.2% | -1.7% | +0.5% | 0.0% |
| 30D | +3.1% | -4.2% | +7.3% | +6.2% |
| 3M | +16.3% | -2.7% | +19.0% | +18.1% |
| 6M | +20.4% | -0.6% | +21.0% | +19.7% |
| YTD | +6.3% | -5.0% | +11.3% | +9.0% |
| 1Y | +8.7% | -4.1% | +12.8% | +10.3% |
| 3Y | +53.3% | +33.6% | +19.7% | +17.9% |
| 5Y | +71.1% | +28.7% | +42.4% | +31.0% |
| All | +379.1% | +220.9% | +158.3% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling