+757.8%
XLV vs FN
+2,895.3%
-2,137.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +1.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +8.6% | -16.5% | +25.1% | +9.7% |
| 3M | +12.6% | -42.1% | +54.7% | +16.8% |
| 6M | +29.8% | -52.9% | +82.7% | +36.1% |
| YTD | +23.5% | -28.0% | +51.5% | +22.6% |
| 1Y | +25.7% | -18.5% | +44.2% | +22.9% |
| 3Y | +56.3% | +93.9% | -37.5% | +33.8% |
| 5Y | +53.1% | +170.5% | -117.4% | +23.2% |
| 10Y | +216.7% | +704.1% | -487.4% | +119.5% |
| All | +757.8% | +2,895.3% | -2,137.5% | +413.3% |
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