+32.2%
XLV vs FN
+172.6%
-140.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.6% |
| 7D | -2.6% | +3.5% | -6.2% | -2.7% |
| 30D | +0.9% | -26.0% | +26.8% | +1.4% |
| 3M | +10.0% | -33.3% | +43.2% | +10.9% |
| 6M | +10.4% | -14.9% | +25.3% | +9.6% |
| YTD | +8.9% | -8.6% | +17.4% | +7.5% |
| 1Y | +23.4% | +12.3% | +11.0% | +20.4% |
| All | +32.2% | +172.6% | -140.4% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling