+32.9%
XLV vs EXE
-18.4%
+51.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.1% |
| 7D | +5.5% | -4.7% | +10.2% | +5.6% |
| 30D | +13.3% | +1.0% | +12.3% | +13.1% |
| 3M | +17.4% | -5.6% | +23.1% | +17.6% |
| 6M | +32.1% | -12.3% | +44.4% | +32.9% |
| YTD | +24.0% | -19.5% | +43.5% | +25.9% |
| 1Y | +32.9% | -18.9% | +51.8% | +35.0% |
| All | +32.9% | -18.4% | +51.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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