+35.5%
XLV vs FDS
-29.0%
+64.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.6% | -14.0% | +10.4% | -0.7% |
| 30D | -1.8% | -6.2% | +4.4% | -0.7% |
| 3M | +7.8% | +10.2% | -2.4% | +5.2% |
| 6M | +9.1% | +27.4% | -18.3% | +2.2% |
| YTD | +7.7% | -9.3% | +17.0% | +9.7% |
| 1Y | +20.4% | -28.6% | +49.1% | +30.9% |
| 3Y | +30.8% | -36.8% | +67.6% | +45.3% |
| All | +35.5% | -29.0% | +64.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling