+104.1%
XLV vs DOW
-15.2%
+119.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.4% | -2.4% | -2.0% | -4.0% |
| 30D | -1.4% | -4.1% | +2.7% | -0.7% |
| 3M | +8.9% | -12.4% | +21.3% | +11.3% |
| 6M | +9.1% | -10.6% | +19.7% | +9.9% |
| YTD | +7.9% | +31.1% | -23.2% | -0.6% |
| 1Y | +22.7% | +30.5% | -7.8% | +12.4% |
| 3Y | +31.9% | -34.4% | +66.3% | +38.8% |
| 5Y | +34.9% | -35.5% | +70.4% | +40.5% |
| All | +104.1% | -15.2% | +119.3% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling