+899.8%
XLV vs ES
+955.0%
-55.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | +0.9% | -1.2% | +2.0% | +1.2% |
| 3M | +10.0% | +5.0% | +5.0% | +8.2% |
| 6M | +10.4% | -2.8% | +13.2% | +11.1% |
| YTD | +8.9% | +8.6% | +0.3% | +5.5% |
| 1Y | +23.4% | +18.9% | +4.4% | +15.3% |
| 3Y | +33.1% | +32.1% | +0.9% | +17.9% |
| 5Y | +33.3% | -5.1% | +38.3% | +31.0% |
| 10Y | +170.8% | +84.2% | +86.6% | +109.0% |
| All | +899.8% | +955.0% | -55.2% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling