+30.8%
XLV vs EL
-34.0%
+64.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -6.5% | +2.9% | -2.9% |
| 30D | -1.8% | +11.1% | -13.0% | -3.0% |
| 3M | +7.8% | +10.7% | -2.9% | +6.5% |
| 6M | +9.1% | +6.9% | +2.2% | +7.8% |
| YTD | +7.7% | -6.3% | +14.0% | +7.4% |
| 1Y | +20.4% | +13.5% | +7.0% | +17.4% |
| 3Y | +30.8% | -33.1% | +63.8% | +29.3% |
| All | +30.8% | -34.0% | +64.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling