+31.0%
XLV vs U
+10.0%
+21.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -1.4% | -4.1% | +2.7% | -1.3% |
| 3M | +8.9% | +57.8% | -48.9% | +7.1% |
| 6M | +9.1% | +103.5% | -94.4% | +6.3% |
| YTD | +7.9% | -4.8% | +12.7% | +8.0% |
| 1Y | +22.7% | -2.4% | +25.1% | +22.3% |
| All | +31.0% | +10.0% | +21.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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