+889.2%
XLV vs XLF
+411.5%
+477.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -1.8% | -1.2% | -0.7% | -1.4% |
| 3M | +7.8% | +9.2% | -1.4% | +4.1% |
| 6M | +9.1% | +16.3% | -7.2% | +2.8% |
| YTD | +7.7% | +5.4% | +2.3% | +5.3% |
| 1Y | +20.4% | +7.6% | +12.8% | +16.7% |
| 3Y | +30.8% | +74.2% | -43.4% | +4.5% |
| 5Y | +34.6% | +66.1% | -31.5% | +8.8% |
| 10Y | +173.4% | +252.8% | -79.4% | +62.4% |
| All | +889.2% | +411.5% | +477.7% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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