+576.1%
XLV vs CAPR
-99.1%
+675.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -3.7% | -12.6% | +9.0% | -3.6% |
| 30D | -1.1% | +124.4% | -125.5% | -1.9% |
| 3M | +8.2% | -66.8% | +75.0% | +8.6% |
| 6M | +8.9% | -71.8% | +80.7% | +9.3% |
| YTD | +8.5% | -70.1% | +78.6% | +8.9% |
| 1Y | +22.3% | +33.3% | -11.0% | +19.0% |
| 3Y | +32.6% | +36.7% | -4.1% | +27.5% |
| 5Y | +34.4% | +72.5% | -38.1% | +28.3% |
| 10Y | +175.4% | -77.3% | +252.7% | +156.7% |
| All | +576.1% | -99.1% | +675.2% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling