+169.4%
XLV vs D
+36.8%
+132.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -3.6% | -2.2% | -1.3% | -2.8% |
| 30D | -1.8% | -4.5% | +2.6% | -0.4% |
| 3M | +7.8% | -2.5% | +10.3% | +8.6% |
| 6M | +9.1% | +5.5% | +3.6% | +6.8% |
| YTD | +7.7% | +13.3% | -5.5% | +2.8% |
| 1Y | +20.4% | +11.8% | +8.6% | +15.2% |
| 3Y | +30.8% | +56.7% | -25.9% | +9.3% |
| 5Y | +34.6% | +4.3% | +30.4% | +30.1% |
| All | +169.4% | +36.8% | +132.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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