+35.5%
XLV vs MA
+67.5%
-32.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -1.7% | -1.8% | -3.0% |
| 30D | -1.8% | +1.7% | -3.5% | -2.4% |
| 3M | +7.8% | +17.2% | -9.4% | +2.4% |
| 6M | +9.1% | +13.3% | -4.2% | +4.5% |
| YTD | +7.7% | +0.2% | +7.5% | +7.2% |
| 1Y | +20.4% | -2.7% | +23.1% | +20.8% |
| 3Y | +30.8% | +39.1% | -8.3% | +16.1% |
| All | +35.5% | +67.5% | -32.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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