+34.9%
XLV vs INTU
-43.2%
+78.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -9.2% | +4.8% | -3.0% |
| 30D | -1.4% | -7.0% | +5.6% | -0.4% |
| 3M | +8.9% | +10.5% | -1.7% | +6.9% |
| 6M | +9.1% | -30.6% | +39.7% | +14.3% |
| YTD | +7.9% | -52.3% | +60.3% | +21.1% |
| 1Y | +22.7% | -51.8% | +74.5% | +37.1% |
| 3Y | +31.9% | -41.8% | +73.7% | +39.1% |
| 5Y | +34.9% | -42.8% | +77.7% | +34.8% |
| All | +34.9% | -43.2% | +78.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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