+169.4%
XLV vs ES
+82.1%
+87.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -3.6% | 0.0% | -2.4% |
| 30D | -1.8% | -4.2% | +2.4% | -0.5% |
| 3M | +7.8% | +0.1% | +7.7% | +7.7% |
| 6M | +9.1% | -6.2% | +15.3% | +11.2% |
| YTD | +7.7% | +4.1% | +3.7% | +5.8% |
| 1Y | +20.4% | +10.2% | +10.3% | +15.2% |
| 3Y | +30.8% | +26.1% | +4.7% | +17.1% |
| 5Y | +34.6% | -5.3% | +40.0% | +33.1% |
| All | +169.4% | +82.1% | +87.3% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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