+899.8%
XLV vs M
+132.6%
+767.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | -2.6% | +2.4% | -5.0% | -3.0% |
| 30D | +0.9% | -11.6% | +12.5% | +2.6% |
| 3M | +10.0% | +1.6% | +8.3% | +9.4% |
| 6M | +10.4% | +25.2% | -14.8% | +6.3% |
| YTD | +8.9% | +3.8% | +5.1% | +7.4% |
| 1Y | +23.4% | +36.3% | -13.0% | +16.7% |
| 3Y | +33.1% | +116.3% | -83.3% | +13.3% |
| 5Y | +33.3% | +28.2% | +5.1% | +16.2% |
| 10Y | +170.8% | -3.4% | +174.2% | +116.3% |
| All | +899.8% | +132.6% | +767.2% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling