+169.4%
XLV vs FN
+954.1%
-784.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | -3.6% | +1.8% | -5.3% | -3.7% |
| 30D | -1.8% | -27.5% | +25.7% | +0.7% |
| 3M | +7.8% | -28.8% | +36.6% | +10.1% |
| 6M | +9.1% | -20.9% | +30.0% | +9.0% |
| YTD | +7.7% | -8.9% | +16.7% | +5.3% |
| 1Y | +20.4% | +14.5% | +5.9% | +14.0% |
| 3Y | +30.8% | +172.6% | -141.9% | +5.3% |
| 5Y | +34.6% | +300.6% | -266.0% | -1.2% |
| All | +169.4% | +954.1% | -784.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling