+26.9%
XLV vs NEM
+73.9%
-47.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +4.4% | +23.1% | -18.6% | +3.3% |
| 3M | +13.2% | +18.5% | -5.3% | +12.3% |
| 6M | +10.1% | +7.8% | +2.3% | +9.5% |
| YTD | +11.7% | +29.1% | -17.4% | +10.0% |
| 1Y | +26.9% | +72.7% | -45.7% | +22.0% |
| All | +26.9% | +73.9% | -47.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling