+32.9%
XLV vs DTE
+5.6%
+27.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +2.5% |
| 7D | +5.5% | +4.2% | +1.3% | +4.5% |
| 30D | +13.3% | +10.0% | +3.3% | +11.0% |
| 3M | +17.4% | -2.1% | +19.5% | +18.1% |
| 6M | +32.1% | -4.7% | +36.8% | +34.2% |
| YTD | +24.0% | +9.3% | +14.7% | +23.5% |
| 1Y | +32.9% | +6.6% | +26.3% | +33.5% |
| All | +32.9% | +5.6% | +27.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling