+889.2%
XLV vs DTE
+1,077.1%
-187.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | -2.6% | -1.0% | -2.6% |
| 30D | -1.8% | -4.4% | +2.6% | -0.3% |
| 3M | +7.8% | -8.3% | +16.1% | +11.2% |
| 6M | +9.1% | -8.1% | +17.2% | +12.2% |
| YTD | +7.7% | +4.4% | +3.3% | +5.6% |
| 1Y | +20.4% | +0.2% | +20.2% | +19.7% |
| 3Y | +30.8% | +42.6% | -11.8% | +12.9% |
| 5Y | +34.6% | +31.5% | +3.2% | +18.9% |
| 10Y | +173.4% | +138.2% | +35.1% | +86.8% |
| All | +889.2% | +1,077.1% | -187.9% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling