+758.2%
XLV vs FN
+3,270.0%
-2,511.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | -0.5% |
| 7D | -0.4% | +8.0% | -8.4% | -1.2% |
| 30D | +9.9% | -19.1% | +29.0% | +11.3% |
| 3M | +12.9% | -29.8% | +42.7% | +15.2% |
| 6M | +33.2% | -43.2% | +76.4% | +37.3% |
| YTD | +23.6% | -18.9% | +42.5% | +21.5% |
| 1Y | +27.5% | -17.9% | +45.4% | +24.8% |
| 3Y | +57.3% | +120.1% | -62.8% | +33.2% |
| 5Y | +53.9% | +206.7% | -152.8% | +22.6% |
| 10Y | +216.9% | +804.7% | -587.8% | +117.5% |
| All | +758.2% | +3,270.0% | -2,511.7% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling