+1,037.2%
XLE vs XLV
+908.6%
+128.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +3.0% |
| 7D | 0.0% | -2.6% | +2.6% | +2.0% |
| 30D | +12.6% | +0.9% | +11.8% | +11.7% |
| 3M | +11.8% | +10.0% | +1.9% | +3.5% |
| 6M | +16.1% | +10.4% | +5.7% | +6.5% |
| YTD | +46.9% | +8.9% | +38.0% | +35.8% |
| 1Y | +53.3% | +23.4% | +29.9% | +28.3% |
| 3Y | +54.9% | +33.1% | +21.8% | +21.0% |
| 5Y | +225.7% | +33.3% | +192.4% | +151.0% |
| 10Y | +170.7% | +170.8% | -0.1% | +23.0% |
| All | +1,037.2% | +908.6% | +128.6% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling