+35.5%
XLV vs EW
-30.6%
+66.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | -3.6% | -6.2% | +2.6% | -2.3% |
| 30D | -1.8% | -9.3% | +7.5% | +0.1% |
| 3M | +7.8% | -1.6% | +9.4% | +8.1% |
| 6M | +9.1% | -0.8% | +10.0% | +9.1% |
| YTD | +7.7% | -1.0% | +8.8% | +7.6% |
| 1Y | +20.4% | +8.2% | +12.3% | +18.1% |
| 3Y | +30.8% | +12.7% | +18.1% | +22.7% |
| All | +35.5% | -30.6% | +66.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling