+899.8%
XLV vs C
+5.3%
+894.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.6% | +3.2% | -5.8% | -3.2% |
| 30D | +0.9% | +1.3% | -0.4% | +0.6% |
| 3M | +10.0% | +3.1% | +6.9% | +9.1% |
| 6M | +10.4% | +29.6% | -19.2% | +4.7% |
| YTD | +8.9% | +19.0% | -10.1% | +4.7% |
| 1Y | +23.4% | +45.6% | -22.3% | +14.0% |
| 3Y | +33.1% | +269.3% | -236.2% | +1.8% |
| 5Y | +33.3% | +131.6% | -98.3% | +10.0% |
| 10Y | +170.8% | +286.5% | -115.8% | +95.9% |
| All | +899.8% | +5.3% | +894.6% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling