+53.3%
V vs XLY
+35.2%
+18.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +3.1% | -4.2% | +7.3% | +5.0% |
| 3M | +16.3% | -2.7% | +19.0% | +17.5% |
| 6M | +20.4% | -0.6% | +21.0% | +20.0% |
| YTD | +6.3% | -5.0% | +11.3% | +8.2% |
| 1Y | +8.7% | -4.1% | +12.8% | +9.9% |
| 3Y | +53.3% | +33.6% | +19.7% | +30.0% |
| All | +53.3% | +35.2% | +18.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling