+169.4%
XLV vs C
+302.1%
-132.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -1.8% | +0.9% | -2.7% | -2.1% |
| 3M | +7.8% | +1.1% | +6.7% | +7.2% |
| 6M | +9.1% | +28.4% | -19.3% | +1.9% |
| YTD | +7.7% | +20.8% | -13.0% | +1.7% |
| 1Y | +20.4% | +43.4% | -23.0% | +8.4% |
| 3Y | +30.8% | +274.9% | -244.1% | -11.0% |
| 5Y | +34.6% | +136.7% | -102.0% | +2.2% |
| All | +169.4% | +302.1% | -132.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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