+889.2%
XLV vs ETR
+1,788.2%
-899.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.8% | -1.7% | -3.1% |
| 30D | -1.8% | -1.8% | -0.1% | -1.4% |
| 3M | +7.8% | -3.6% | +11.4% | +8.7% |
| 6M | +9.1% | +2.6% | +6.5% | +7.9% |
| YTD | +7.7% | +16.0% | -8.3% | +2.9% |
| 1Y | +20.4% | +20.1% | +0.3% | +13.7% |
| 3Y | +30.8% | +143.6% | -112.8% | -0.2% |
| 5Y | +34.6% | +124.4% | -89.7% | +4.3% |
| 10Y | +173.4% | +295.4% | -122.0% | +79.0% |
| All | +889.2% | +1,788.2% | -899.0% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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