+34.9%
XLV vs D
+3.9%
+31.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | -1.4% | -3.5% | +2.1% | -0.5% |
| 3M | +8.9% | -1.6% | +10.5% | +9.2% |
| 6M | +9.1% | +5.8% | +3.3% | +7.3% |
| YTD | +7.9% | +14.5% | -6.5% | +3.8% |
| 1Y | +22.7% | +14.2% | +8.6% | +18.0% |
| 3Y | +31.9% | +59.0% | -27.1% | +14.7% |
| 5Y | +34.9% | +5.4% | +29.5% | +36.2% |
| All | +34.9% | +3.9% | +31.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling