+35.5%
XLV vs DIA
+64.3%
-28.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.9% |
| 7D | -3.6% | -1.6% | -2.0% | -2.5% |
| 30D | -1.8% | -2.0% | +0.2% | -0.4% |
| 3M | +7.8% | +3.6% | +4.2% | +4.9% |
| 6M | +9.1% | +11.5% | -2.4% | +0.6% |
| YTD | +7.7% | +10.4% | -2.6% | -0.1% |
| 1Y | +20.4% | +15.6% | +4.8% | +7.9% |
| 3Y | +30.8% | +58.9% | -28.1% | -8.6% |
| All | +35.5% | +64.3% | -28.8% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling