+889.2%
XLV vs XLB
+796.4%
+92.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | -2.8% | -0.7% | -2.2% |
| 30D | -1.8% | -3.1% | +1.3% | -0.4% |
| 3M | +7.8% | -0.2% | +7.9% | +7.7% |
| 6M | +9.1% | +3.1% | +6.0% | +7.2% |
| YTD | +7.7% | +13.3% | -5.5% | +1.1% |
| 1Y | +20.4% | +12.0% | +8.4% | +13.5% |
| 3Y | +30.8% | +31.4% | -0.6% | +13.7% |
| 5Y | +34.6% | +33.9% | +0.7% | +14.8% |
| 10Y | +173.4% | +162.3% | +11.1% | +68.1% |
| All | +889.2% | +796.4% | +92.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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