+32.9%
XLV vs DIA
+15.0%
+17.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.2% |
| 7D | +5.5% | +1.6% | +3.9% | +4.5% |
| 30D | +13.3% | +4.1% | +9.2% | +10.6% |
| 3M | +17.4% | -1.0% | +18.5% | +18.0% |
| 6M | +32.1% | +9.7% | +22.5% | +24.5% |
| YTD | +24.0% | +12.2% | +11.9% | +14.0% |
| 1Y | +32.9% | +14.9% | +18.0% | +20.1% |
| All | +32.9% | +15.0% | +17.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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