+35.5%
XLV vs EXPE
+92.3%
-56.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -3.0% |
| 30D | -1.8% | -13.6% | +11.8% | -0.5% |
| 3M | +7.8% | +25.2% | -17.4% | +5.3% |
| 6M | +9.1% | +22.3% | -13.2% | +6.7% |
| YTD | +7.7% | -0.3% | +8.0% | +7.1% |
| 1Y | +20.4% | +27.8% | -7.4% | +16.3% |
| 3Y | +30.8% | +162.4% | -131.7% | +15.6% |
| All | +35.5% | +92.3% | -56.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling