+39.0%
XLV vs VSXY
+37.5%
+1.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | -18.7% | +16.8% | -0.8% |
| 3M | +7.8% | -4.0% | +11.8% | +7.8% |
| 6M | +9.1% | +67.5% | -58.4% | +4.9% |
| YTD | +7.7% | +39.7% | -31.9% | +4.5% |
| 1Y | +20.4% | +180.0% | -159.6% | +11.4% |
| 3Y | +30.8% | +337.3% | -306.5% | +13.3% |
| 5Y | +34.6% | +22.7% | +12.0% | +26.1% |
| All | +39.0% | +37.5% | +1.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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