+169.4%
XLV vs DGX
+255.3%
-86.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -1.8% | -1.2% | -0.7% | -1.4% |
| 3M | +7.8% | +15.8% | -8.0% | +2.1% |
| 6M | +9.1% | +18.2% | -9.1% | +2.4% |
| YTD | +7.7% | +37.2% | -29.5% | -4.6% |
| 1Y | +20.4% | +30.4% | -9.9% | +8.4% |
| 3Y | +30.8% | +96.7% | -65.9% | -0.7% |
| 5Y | +34.6% | +67.2% | -32.5% | +7.5% |
| All | +169.4% | +255.3% | -86.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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