+169.4%
XLV vs CAPR
-78.4%
+247.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -11.0% | +7.4% | -3.5% |
| 30D | -1.8% | +99.8% | -101.6% | -2.5% |
| 3M | +7.8% | -66.6% | +74.4% | +8.1% |
| 6M | +9.1% | -75.1% | +84.2% | +9.7% |
| YTD | +7.7% | -71.0% | +78.7% | +8.1% |
| 1Y | +20.4% | +30.0% | -9.6% | +16.9% |
| 3Y | +30.8% | +29.0% | +1.8% | +24.8% |
| 5Y | +34.6% | +70.8% | -36.2% | +27.2% |
| All | +169.4% | -78.4% | +247.8% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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