+35.5%
XLV vs NEM
+155.2%
-119.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -1.8% | +7.8% | -9.7% | -2.5% |
| 3M | +7.8% | +30.2% | -22.4% | +5.2% |
| 6M | +9.1% | +9.6% | -0.5% | +7.8% |
| YTD | +7.7% | +27.8% | -20.1% | +4.6% |
| 1Y | +20.4% | +60.7% | -40.3% | +14.0% |
| 3Y | +30.8% | +245.3% | -214.5% | +13.4% |
| All | +35.5% | +155.2% | -119.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling