+34.9%
XLV vs F
+47.4%
-12.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | -4.4% | -3.7% | -0.7% | -3.9% |
| 30D | -1.4% | -0.7% | -0.7% | -1.3% |
| 3M | +8.9% | -1.9% | +10.7% | +9.0% |
| 6M | +9.1% | +16.1% | -7.0% | +6.2% |
| YTD | +7.9% | +9.5% | -1.5% | +5.8% |
| 1Y | +22.7% | +27.2% | -4.5% | +17.6% |
| 3Y | +31.9% | +36.3% | -4.4% | +22.8% |
| 5Y | +34.9% | +49.3% | -14.4% | +19.8% |
| All | +34.9% | +47.4% | -12.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 5y: compounded portfolio wealth divided by compounded F 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…
5y analysis · Full analysis span regression · 6 months rolling