+896.5%
XLV vs COO
+3,020.3%
-2,123.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.1% |
| 7D | -3.7% | -9.0% | +5.3% | -1.7% |
| 30D | -1.1% | -16.8% | +15.7% | +3.0% |
| 3M | +8.2% | -7.5% | +15.7% | +10.0% |
| 6M | +8.9% | -16.3% | +25.2% | +13.0% |
| YTD | +8.5% | -22.5% | +31.1% | +14.5% |
| 1Y | +22.3% | -7.0% | +29.3% | +23.6% |
| 3Y | +32.6% | -27.5% | +60.1% | +39.4% |
| 5Y | +34.4% | -43.3% | +77.7% | +47.5% |
| 10Y | +175.4% | +37.6% | +137.8% | +151.0% |
| All | +896.5% | +3,020.3% | -2,123.8% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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