+896.5%
XLV vs FDS
+2,716.6%
-1,820.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.4% |
| 7D | -3.7% | -8.8% | +5.1% | -1.7% |
| 30D | -1.1% | -1.4% | +0.3% | -0.9% |
| 3M | +8.2% | +13.9% | -5.6% | +4.4% |
| 6M | +8.9% | +27.4% | -18.5% | +1.5% |
| YTD | +8.5% | -2.5% | +11.0% | +7.0% |
| 1Y | +22.3% | -23.8% | +46.1% | +27.1% |
| 3Y | +32.6% | -32.5% | +65.1% | +40.8% |
| 5Y | +34.4% | -23.2% | +57.6% | +37.3% |
| 10Y | +175.4% | +76.4% | +99.0% | +130.4% |
| All | +896.5% | +2,716.6% | -1,820.1% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling