+30.8%
XLV vs XME
+122.1%
-91.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -4.2% | +0.7% | -3.1% |
| 30D | -1.8% | -2.7% | +0.9% | -1.6% |
| 3M | +7.8% | -3.9% | +11.7% | +8.3% |
| 6M | +9.1% | -1.0% | +10.1% | +8.7% |
| YTD | +7.7% | +9.8% | -2.1% | +5.2% |
| 1Y | +20.4% | +32.5% | -12.1% | +13.4% |
| 3Y | +30.8% | +124.3% | -93.6% | +8.7% |
| All | +30.8% | +122.1% | -91.3% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling