+35.5%
XLV vs EXC
+43.4%
-7.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | -1.8% | -3.6% | +1.8% | -0.8% |
| 3M | +7.8% | -4.3% | +12.0% | +9.1% |
| 6M | +9.1% | -9.9% | +19.1% | +12.2% |
| YTD | +7.7% | +1.8% | +6.0% | +6.7% |
| 1Y | +20.4% | +2.9% | +17.6% | +18.8% |
| 3Y | +30.8% | +19.1% | +11.7% | +22.2% |
| All | +35.5% | +43.4% | -7.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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