+56.4%
XLV vs FN
+121.0%
-64.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | 0.0% |
| 7D | -0.4% | +8.0% | -8.4% | -0.5% |
| 30D | +9.9% | -19.1% | +29.0% | +10.1% |
| 3M | +12.9% | -29.8% | +42.7% | +13.3% |
| 6M | +33.2% | -43.2% | +76.4% | +34.2% |
| YTD | +23.6% | -18.9% | +42.5% | +22.2% |
| 1Y | +27.5% | -17.9% | +45.4% | +25.8% |
| All | +56.4% | +121.0% | -64.6% | +44.7% |
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