+889.2%
XLV vs NI
+972.4%
-83.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.8% | -1.4% | -0.4% | -1.5% |
| 3M | +7.8% | -10.6% | +18.4% | +11.4% |
| 6M | +9.1% | -9.3% | +18.4% | +12.2% |
| YTD | +7.7% | +1.1% | +6.6% | +7.0% |
| 1Y | +20.4% | +3.4% | +17.0% | +18.6% |
| 3Y | +30.8% | +67.9% | -37.1% | +9.5% |
| 5Y | +34.6% | +98.0% | -63.3% | +6.2% |
| 10Y | +173.4% | +143.6% | +29.8% | +96.8% |
| All | +889.2% | +972.4% | -83.2% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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