+35.7%
XLV vs CAPR
+68.0%
-32.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.5% |
| 7D | -4.4% | -10.6% | +6.2% | -4.3% |
| 30D | -1.4% | +111.2% | -112.6% | -2.0% |
| 3M | +8.9% | -67.2% | +76.1% | +9.2% |
| 6M | +9.1% | -75.1% | +84.2% | +9.6% |
| YTD | +7.9% | -71.2% | +79.2% | +8.2% |
| 1Y | +22.7% | +31.1% | -8.4% | +19.8% |
| 3Y | +31.9% | +31.3% | +0.6% | +23.4% |
| All | +35.7% | +68.0% | -32.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling