+30.8%
XLV vs FIS
-25.5%
+56.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.6% | -7.9% | +4.3% | -2.0% |
| 30D | -1.8% | -8.0% | +6.1% | -0.3% |
| 3M | +7.8% | +0.6% | +7.2% | +7.4% |
| 6M | +9.1% | -22.2% | +31.3% | +14.1% |
| YTD | +7.7% | -40.8% | +48.5% | +19.7% |
| 1Y | +20.4% | -41.5% | +61.9% | +34.0% |
| 3Y | +30.8% | -25.5% | +56.3% | +34.8% |
| All | +30.8% | -25.5% | +56.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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