+192.9%
XOM vs XLV
+174.9%
+18.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +4.1% | -3.6% | +7.6% | +6.5% |
| 30D | +4.6% | -1.8% | +6.4% | +5.6% |
| 3M | +14.0% | +7.8% | +6.2% | +8.1% |
| 6M | +11.0% | +9.1% | +1.9% | +3.8% |
| YTD | +40.7% | +7.7% | +33.0% | +32.5% |
| 1Y | +52.3% | +20.4% | +31.9% | +32.2% |
| 3Y | +60.5% | +30.8% | +29.7% | +29.0% |
| 5Y | +266.4% | +34.6% | +231.8% | +183.4% |
| All | +192.9% | +174.9% | +18.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling