+896.5%
XLV vs TER
+1,973.7%
-1,077.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.8% |
| 7D | -3.7% | +12.4% | -16.0% | -5.3% |
| 30D | -1.1% | +5.1% | -6.2% | -2.1% |
| 3M | +8.2% | +4.0% | +4.3% | +5.5% |
| 6M | +8.9% | +29.5% | -20.6% | +1.4% |
| YTD | +8.5% | +98.5% | -89.9% | -5.8% |
| 1Y | +22.3% | +234.1% | -211.8% | -2.9% |
| 3Y | +32.6% | +289.0% | -256.4% | -0.6% |
| 5Y | +34.4% | +228.2% | -193.8% | +0.7% |
| 10Y | +175.4% | +1,895.7% | -1,720.3% | +51.3% |
| All | +896.5% | +1,973.7% | -1,077.2% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling