+169.9%
XLV vs EQT
+52.9%
+117.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -4.4% | -1.2% | -3.2% | -4.3% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | +8.9% | +4.8% | +4.1% | +8.4% |
| 6M | +9.1% | -10.6% | +19.7% | +9.9% |
| YTD | +7.9% | +3.4% | +4.5% | +7.4% |
| 1Y | +22.7% | +8.7% | +14.1% | +21.5% |
| 3Y | +31.9% | +35.0% | -3.1% | +26.9% |
| 5Y | +34.9% | +204.2% | -169.4% | +18.9% |
| All | +169.9% | +52.9% | +117.0% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling