+634.1%
XLV vs ET
+1,438.5%
-804.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -1.8% | +2.9% | -4.7% | -2.3% |
| 3M | +7.8% | +16.8% | -9.0% | +5.2% |
| 6M | +9.1% | +18.9% | -9.8% | +6.2% |
| YTD | +7.7% | +37.7% | -30.0% | +2.5% |
| 1Y | +20.4% | +32.4% | -12.0% | +15.1% |
| 3Y | +30.8% | +99.5% | -68.7% | +16.8% |
| 5Y | +34.6% | +244.0% | -209.3% | +9.7% |
| 10Y | +173.4% | +172.1% | +1.3% | +118.6% |
| All | +634.1% | +1,438.5% | -804.5% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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