+22.7%
XLV vs FGI
+126.2%
-103.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.4% | -10.0% | -0.6% |
| 7D | -4.4% | +22.8% | -27.2% | -4.4% |
| 30D | -1.4% | +85.9% | -87.3% | -1.5% |
| 3M | +8.9% | +32.4% | -23.5% | +8.8% |
| 6M | +9.1% | +106.3% | -97.2% | +8.7% |
| YTD | +7.9% | +48.4% | -40.5% | +7.6% |
| 1Y | +22.7% | +116.4% | -93.6% | +22.7% |
| All | +22.7% | +126.2% | -103.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling