+34.9%
XLV vs DIS
-41.4%
+76.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -1.4% | +2.2% | -3.6% | -1.8% |
| 3M | +8.9% | +8.1% | +0.7% | +7.1% |
| 6M | +9.1% | +5.2% | +3.9% | +7.7% |
| YTD | +7.9% | -6.3% | +14.2% | +8.8% |
| 1Y | +22.7% | -7.3% | +30.0% | +23.8% |
| 3Y | +31.9% | +33.8% | -1.9% | +21.2% |
| 5Y | +34.9% | -40.7% | +75.6% | +41.7% |
| All | +34.9% | -41.4% | +76.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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