+35.5%
XLV vs TRU
-35.6%
+71.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -2.7% | -0.8% | -3.1% |
| 30D | -1.8% | -2.0% | +0.2% | -1.5% |
| 3M | +7.8% | +18.4% | -10.7% | +4.6% |
| 6M | +9.1% | +8.9% | +0.2% | +7.0% |
| YTD | +7.7% | -8.9% | +16.7% | +8.4% |
| 1Y | +20.4% | -15.9% | +36.3% | +22.5% |
| 3Y | +30.8% | -1.1% | +31.9% | +27.1% |
| All | +35.5% | -35.6% | +71.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling