+57.4%
XLE vs XLV
+32.0%
+25.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.5% | -4.4% | +4.9% | +1.9% |
| 30D | +6.6% | -1.4% | +8.0% | +6.9% |
| 3M | +12.3% | +8.9% | +3.4% | +8.7% |
| 6M | +18.4% | +9.1% | +9.3% | +14.6% |
| YTD | +47.2% | +7.9% | +39.3% | +43.0% |
| 1Y | +50.3% | +22.7% | +27.5% | +36.4% |
| All | +57.4% | +32.0% | +25.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling