+31.0%
XLV vs M
+97.0%
-66.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.2% |
| 7D | -4.4% | -8.8% | +4.4% | -3.7% |
| 30D | -1.4% | -16.4% | +15.0% | 0.0% |
| 3M | +8.9% | -10.8% | +19.7% | +9.7% |
| 6M | +9.1% | +16.1% | -7.0% | +7.4% |
| YTD | +7.9% | -5.3% | +13.2% | +7.9% |
| 1Y | +22.7% | +24.9% | -2.1% | +19.7% |
| All | +31.0% | +97.0% | -66.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling