+749.8%
XLV vs FIS
+331.2%
+418.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.6% |
| 7D | -3.7% | -9.1% | +5.4% | -1.1% |
| 30D | -1.1% | -10.4% | +9.3% | +1.8% |
| 3M | +8.2% | -3.7% | +11.9% | +8.9% |
| 6M | +8.9% | -24.8% | +33.7% | +16.8% |
| YTD | +8.5% | -41.6% | +50.1% | +24.6% |
| 1Y | +22.3% | -42.7% | +65.0% | +40.9% |
| 3Y | +32.6% | -26.2% | +58.9% | +39.9% |
| 5Y | +34.4% | -66.1% | +100.5% | +70.4% |
| 10Y | +175.4% | -40.9% | +216.3% | +191.8% |
| All | +749.8% | +331.2% | +418.5% | +444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling