+35.5%
XLV vs DOW
-37.7%
+73.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | -1.8% | -3.9% | +2.1% | -1.4% |
| 3M | +7.8% | -12.7% | +20.5% | +9.6% |
| 6M | +9.1% | -13.7% | +22.8% | +10.1% |
| YTD | +7.7% | +28.4% | -20.7% | +0.6% |
| 1Y | +20.4% | +21.8% | -1.3% | +13.1% |
| 3Y | +30.8% | -35.7% | +66.5% | +36.9% |
| All | +35.5% | -37.7% | +73.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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