+700.0%
XLV vs EW
+6,681.4%
-5,981.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.7% | -5.1% | +1.4% | -2.6% |
| 30D | -1.1% | -6.4% | +5.3% | +0.4% |
| 3M | +8.2% | -1.6% | +9.8% | +8.5% |
| 6M | +8.9% | +2.3% | +6.6% | +8.1% |
| YTD | +8.5% | +1.1% | +7.4% | +7.9% |
| 1Y | +22.3% | +8.0% | +14.3% | +19.6% |
| 3Y | +32.6% | +16.3% | +16.3% | +23.8% |
| 5Y | +34.4% | -29.4% | +63.8% | +38.1% |
| 10Y | +175.4% | +125.6% | +49.8% | +115.8% |
| All | +700.0% | +6,681.4% | -5,981.4% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling