+32.9%
XLV vs EW
+19.7%
+13.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +1.9% |
| 7D | +5.5% | +8.3% | -2.7% | +3.3% |
| 30D | +13.3% | +13.9% | -0.6% | +9.5% |
| 3M | +17.4% | +10.9% | +6.5% | +14.2% |
| 6M | +32.1% | +19.2% | +12.9% | +26.3% |
| YTD | +24.0% | +16.6% | +7.5% | +19.7% |
| 1Y | +32.9% | +18.1% | +14.8% | +27.9% |
| All | +32.9% | +19.7% | +13.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling