+30.8%
XLV vs TER
+280.0%
-249.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -3.6% | +6.4% | -9.9% | -3.7% |
| 30D | -1.8% | -5.7% | +3.9% | -1.7% |
| 3M | +7.8% | -0.4% | +8.2% | +7.1% |
| 6M | +9.1% | +25.8% | -16.7% | +5.9% |
| YTD | +7.7% | +96.4% | -88.7% | +1.0% |
| 1Y | +20.4% | +229.2% | -208.8% | +7.7% |
| 3Y | +30.8% | +288.1% | -257.4% | +8.4% |
| All | +30.8% | +280.0% | -249.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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