+34.4%
XLV vs FN
+296.8%
-262.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.7% | +5.8% | -9.5% | -3.9% |
| 30D | -1.1% | -20.6% | +19.5% | -0.3% |
| 3M | +8.2% | -28.6% | +36.9% | +9.4% |
| 6M | +8.9% | -20.7% | +29.6% | +8.6% |
| YTD | +8.5% | -8.1% | +16.7% | +6.8% |
| 1Y | +22.3% | +13.3% | +9.0% | +18.2% |
| 3Y | +32.6% | +175.7% | -143.0% | +14.9% |
| 5Y | +34.4% | +297.4% | -263.0% | +6.8% |
| All | +34.4% | +296.8% | -262.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling