+169.4%
XLV vs NYT
+489.9%
-320.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -1.8% | +4.6% | -6.4% | -2.6% |
| 3M | +7.8% | -9.6% | +17.4% | +9.3% |
| 6M | +9.1% | -14.0% | +23.1% | +11.4% |
| YTD | +7.7% | -2.8% | +10.6% | +7.4% |
| 1Y | +20.4% | +15.6% | +4.8% | +16.3% |
| 3Y | +30.8% | +56.3% | -25.5% | +17.9% |
| 5Y | +34.6% | +39.5% | -4.9% | +21.6% |
| All | +169.4% | +489.9% | -320.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling