+26.9%
XLV vs DE
+49.4%
-22.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.2% | +10.0% | -9.9% | -0.7% |
| 30D | +4.4% | +13.3% | -8.9% | +3.3% |
| 3M | +13.2% | +17.5% | -4.3% | +11.2% |
| 6M | +10.1% | +13.6% | -3.5% | +8.5% |
| YTD | +11.7% | +49.8% | -38.1% | +5.3% |
| 1Y | +26.9% | +47.9% | -20.9% | +19.4% |
| All | +26.9% | +49.4% | -22.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling