+39.9%
XLV vs FGI
-69.1%
+108.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -3.7% | +14.7% | -18.4% | -3.7% |
| 30D | -1.1% | +67.0% | -68.1% | -1.7% |
| 3M | +8.2% | +31.0% | -22.8% | +7.8% |
| 6M | +8.9% | +126.8% | -117.9% | +7.5% |
| YTD | +8.5% | +35.6% | -27.1% | +7.5% |
| 1Y | +22.3% | +108.9% | -86.6% | +19.9% |
| 3Y | +32.6% | -0.3% | +32.9% | +30.7% |
| All | +39.9% | -69.1% | +108.9% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling