+899.8%
XLV vs FE
+406.2%
+493.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -2.6% | +0.6% | -3.3% | -2.8% |
| 30D | +0.9% | -2.1% | +3.0% | +1.4% |
| 3M | +10.0% | +2.6% | +7.3% | +9.1% |
| 6M | +10.4% | -6.8% | +17.2% | +12.4% |
| YTD | +8.9% | +6.9% | +2.0% | +6.6% |
| 1Y | +23.4% | +11.6% | +11.8% | +19.3% |
| 3Y | +33.1% | +47.7% | -14.6% | +18.0% |
| 5Y | +33.3% | +46.2% | -12.9% | +17.8% |
| 10Y | +170.8% | +109.2% | +61.6% | +110.4% |
| All | +899.8% | +406.2% | +493.6% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling