+169.4%
XLV vs FE
+114.2%
+55.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -1.4% | -2.2% | -3.1% |
| 30D | -1.8% | -1.9% | 0.0% | -1.3% |
| 3M | +7.8% | -0.2% | +8.0% | +7.8% |
| 6M | +9.1% | -7.1% | +16.2% | +11.3% |
| YTD | +7.7% | +6.1% | +1.6% | +5.5% |
| 1Y | +20.4% | +10.1% | +10.3% | +16.6% |
| 3Y | +30.8% | +46.9% | -16.1% | +14.9% |
| 5Y | +34.6% | +50.0% | -15.4% | +16.8% |
| All | +169.4% | +114.2% | +55.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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