+826.5%
XLV vs NDAQ
+2,205.8%
-1,379.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | -4.4% | -6.8% | +2.4% | -3.1% |
| 30D | -1.4% | -3.2% | +1.8% | -0.8% |
| 3M | +8.9% | +6.5% | +2.4% | +7.3% |
| 6M | +9.1% | +5.7% | +3.3% | +7.5% |
| YTD | +7.9% | -4.6% | +12.6% | +8.3% |
| 1Y | +22.7% | -1.6% | +24.3% | +22.3% |
| 3Y | +31.9% | +86.4% | -54.5% | +15.5% |
| 5Y | +34.9% | +50.3% | -15.4% | +22.1% |
| 10Y | +173.9% | +369.0% | -195.1% | +102.6% |
| All | +826.5% | +2,205.8% | -1,379.3% | +475.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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