+730.9%
XLV vs MKTX
+1,442.6%
-711.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | -1.8% | +0.7% | -2.6% | -1.9% |
| 3M | +7.8% | +40.8% | -33.0% | +2.0% |
| 6M | +9.1% | -8.0% | +17.1% | +9.5% |
| YTD | +7.7% | -8.7% | +16.5% | +8.2% |
| 1Y | +20.4% | -11.8% | +32.3% | +21.3% |
| 3Y | +30.8% | -24.0% | +54.8% | +32.5% |
| 5Y | +34.6% | -60.3% | +95.0% | +47.5% |
| 10Y | +173.4% | +5.0% | +168.4% | +156.2% |
| All | +730.9% | +1,442.6% | -711.7% | +405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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