+34.9%
XLV vs ES
-6.2%
+41.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.5% |
| 30D | -1.4% | -3.0% | +1.6% | -0.6% |
| 3M | +8.9% | -0.3% | +9.1% | +8.9% |
| 6M | +9.1% | -5.2% | +14.3% | +10.4% |
| YTD | +7.9% | +4.8% | +3.2% | +6.3% |
| 1Y | +22.7% | +12.7% | +10.0% | +17.7% |
| 3Y | +31.9% | +27.5% | +4.4% | +20.5% |
| 5Y | +34.9% | -4.7% | +39.6% | +36.1% |
| All | +34.9% | -6.2% | +41.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling