+679.2%
XLV vs MA
+15,565.3%
-14,886.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -2.6% | -1.8% | -0.9% | -2.1% |
| 30D | +0.9% | +1.4% | -0.5% | +0.5% |
| 3M | +10.0% | +17.7% | -7.8% | +4.9% |
| 6M | +10.4% | +9.7% | +0.7% | +7.2% |
| YTD | +8.9% | +0.5% | +8.4% | +8.2% |
| 1Y | +23.4% | -2.1% | +25.4% | +23.3% |
| 3Y | +33.1% | +40.1% | -7.0% | +19.6% |
| 5Y | +33.3% | +67.5% | -34.2% | +12.2% |
| 10Y | +170.8% | +505.6% | -334.8% | +61.1% |
| All | +679.2% | +15,565.3% | -14,886.1% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling