+35.5%
XLV vs M
+28.6%
+6.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.8% |
| 7D | -3.6% | -4.2% | +0.7% | -3.2% |
| 30D | -1.8% | -7.2% | +5.4% | -1.3% |
| 3M | +7.8% | -11.1% | +18.9% | +8.7% |
| 6M | +9.1% | +28.8% | -19.7% | +6.6% |
| YTD | +7.7% | +2.0% | +5.7% | +7.0% |
| 1Y | +20.4% | +31.3% | -10.8% | +17.0% |
| 3Y | +30.8% | +119.1% | -88.3% | +19.4% |
| All | +35.5% | +28.6% | +6.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling