+925.7%
XLV vs F
+28.7%
+896.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | +0.2% | +5.3% | -5.2% | -0.7% |
| 30D | +4.4% | +4.6% | -0.1% | +3.6% |
| 3M | +13.2% | -3.7% | +16.9% | +13.7% |
| 6M | +10.1% | +16.8% | -6.7% | +6.6% |
| YTD | +11.7% | +15.3% | -3.6% | +8.2% |
| 1Y | +26.9% | +31.0% | -4.1% | +20.0% |
| 3Y | +35.0% | +45.4% | -10.5% | +23.1% |
| 5Y | +35.9% | +54.7% | -18.8% | +19.0% |
| 10Y | +179.0% | +98.2% | +80.8% | +123.5% |
| All | +925.7% | +28.7% | +896.9% | +628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling