+169.4%
XLV vs DIA
+253.8%
-84.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.9% |
| 7D | -3.6% | -1.6% | -2.0% | -2.4% |
| 30D | -1.8% | -2.0% | +0.2% | -0.3% |
| 3M | +7.8% | +3.6% | +4.2% | +4.8% |
| 6M | +9.1% | +11.5% | -2.4% | +0.3% |
| YTD | +7.7% | +10.4% | -2.6% | -0.3% |
| 1Y | +20.4% | +15.6% | +4.8% | +7.5% |
| 3Y | +30.8% | +58.9% | -28.1% | -9.1% |
| 5Y | +34.6% | +65.3% | -30.7% | -9.7% |
| All | +169.4% | +253.8% | -84.4% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling