+32.9%
XLV vs EXPE
+48.9%
-16.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.5% | +2.2% |
| 7D | +5.5% | +14.6% | -9.1% | +4.3% |
| 30D | +13.3% | +21.4% | -8.1% | +11.6% |
| 3M | +17.4% | +1.4% | +16.1% | +17.0% |
| 6M | +32.1% | +28.6% | +3.5% | +29.9% |
| YTD | +24.0% | +12.1% | +11.9% | +23.6% |
| 1Y | +32.9% | +50.0% | -17.1% | +30.4% |
| All | +32.9% | +48.9% | -16.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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