+31.0%
XLV vs C
+272.0%
-241.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | -1.4% | +2.0% | -3.4% | -1.8% |
| 3M | +8.9% | +4.4% | +4.5% | +7.8% |
| 6M | +9.1% | +28.3% | -19.3% | +4.0% |
| YTD | +7.9% | +20.5% | -12.6% | +3.7% |
| 1Y | +22.7% | +45.5% | -22.8% | +13.4% |
| All | +31.0% | +272.0% | -241.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling