+56.3%
XLV vs FGI
-16.0%
+72.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.6% |
| 7D | +2.2% | -14.4% | +16.6% | +2.2% |
| 30D | +8.6% | -11.8% | +20.3% | +8.6% |
| 3M | +12.6% | -46.2% | +58.8% | +12.6% |
| 6M | +29.8% | +5.2% | +24.6% | +29.7% |
| YTD | +23.5% | +10.5% | +13.0% | +23.2% |
| 1Y | +25.7% | +25.5% | +0.2% | +25.3% |
| 3Y | +56.3% | -16.0% | +72.3% | +57.8% |
| All | +56.3% | -16.0% | +72.3% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling