+20.4%
XLV vs XME
+34.9%
-14.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -4.2% | +0.7% | -3.4% |
| 30D | -1.8% | -2.7% | +0.9% | -1.8% |
| 3M | +7.8% | -3.9% | +11.7% | +8.3% |
| 6M | +9.1% | -1.0% | +10.1% | +8.8% |
| YTD | +7.7% | +9.8% | -2.1% | +6.5% |
| 1Y | +20.4% | +32.5% | -12.1% | +18.1% |
| All | +20.4% | +34.9% | -14.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling