+14.4%
XLV vs Q
+79.8%
-65.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -3.6% | +4.9% | -8.5% | -3.5% |
| 30D | -1.8% | -11.0% | +9.1% | -1.8% |
| 3M | +7.8% | -15.2% | +23.0% | +7.6% |
| 6M | +9.1% | +8.8% | +0.3% | +6.2% |
| YTD | +7.7% | +55.1% | -47.4% | +3.2% |
| All | +14.4% | +79.8% | -65.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling