+734.5%
XLV vs EWT
+586.2%
+148.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -1.8% | +4.5% | -6.3% | -3.1% |
| 3M | +7.8% | +8.3% | -0.5% | +4.5% |
| 6M | +9.1% | +54.2% | -45.1% | -5.3% |
| YTD | +7.7% | +74.6% | -66.8% | -10.1% |
| 1Y | +20.4% | +84.9% | -64.5% | -1.4% |
| 3Y | +30.8% | +197.5% | -166.8% | -8.5% |
| 5Y | +34.6% | +150.6% | -116.0% | -1.6% |
| 10Y | +173.4% | +516.1% | -342.7% | +52.3% |
| All | +734.5% | +586.2% | +148.3% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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