+553.7%
XLV vs MSCI
+2,648.6%
-2,094.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.6% |
| 7D | -2.6% | -2.1% | -0.6% | -2.1% |
| 30D | +0.9% | -1.7% | +2.6% | +1.3% |
| 3M | +10.0% | -8.2% | +18.2% | +11.9% |
| 6M | +10.4% | -2.4% | +12.8% | +10.3% |
| YTD | +8.9% | -2.8% | +11.7% | +8.6% |
| 1Y | +23.4% | -2.7% | +26.0% | +22.6% |
| 3Y | +33.1% | +7.3% | +25.8% | +27.0% |
| 5Y | +33.3% | -11.4% | +44.7% | +30.3% |
| 10Y | +170.8% | +605.8% | -435.1% | +57.8% |
| All | +553.7% | +2,648.6% | -2,094.9% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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