+35.5%
XLV vs ETN
+185.4%
-149.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.7% |
| 7D | -3.6% | +3.5% | -7.1% | -4.0% |
| 30D | -1.8% | -7.5% | +5.7% | -0.9% |
| 3M | +7.8% | +8.3% | -0.5% | +5.9% |
| 6M | +9.1% | +20.2% | -11.1% | +4.7% |
| YTD | +7.7% | +34.7% | -26.9% | +1.0% |
| 1Y | +20.4% | +19.4% | +1.0% | +15.1% |
| 3Y | +30.8% | +85.5% | -54.7% | +7.8% |
| All | +35.5% | +185.4% | -149.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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