+169.4%
XLV vs FDS
+64.8%
+104.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.6% | -14.0% | +10.4% | +0.8% |
| 30D | -1.8% | -6.2% | +4.4% | -0.2% |
| 3M | +7.8% | +10.2% | -2.4% | +3.8% |
| 6M | +9.1% | +27.4% | -18.3% | -1.1% |
| YTD | +7.7% | -9.3% | +17.0% | +8.7% |
| 1Y | +20.4% | -28.6% | +49.1% | +31.6% |
| 3Y | +30.8% | -36.8% | +67.6% | +47.0% |
| 5Y | +34.6% | -28.6% | +63.3% | +41.4% |
| All | +169.4% | +64.8% | +104.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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