+2,864.5%
V vs XLY
+808.7%
+2,055.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.7% |
| 7D | -2.9% | -2.1% | -0.8% | -1.4% |
| 30D | +1.9% | -6.0% | +7.9% | +6.7% |
| 3M | +13.2% | -2.7% | +16.0% | +15.0% |
| 6M | +16.7% | -1.5% | +18.2% | +16.8% |
| YTD | +5.4% | -5.4% | +10.8% | +8.6% |
| 1Y | +7.7% | -3.8% | +11.5% | +9.0% |
| 3Y | +52.0% | +36.6% | +15.4% | +13.3% |
| 5Y | +67.7% | +27.4% | +40.4% | +27.2% |
| 10Y | +384.8% | +218.2% | +166.6% | +69.6% |
| All | +2,864.5% | +808.7% | +2,055.7% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling