+675.8%
XLV vs FN
+3,620.5%
-2,944.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.3% |
| 7D | +0.2% | -1.7% | +1.8% | +0.3% |
| 30D | +4.4% | -22.0% | +26.4% | +6.3% |
| 3M | +13.2% | -43.0% | +56.2% | +18.0% |
| 6M | +10.1% | -27.7% | +37.9% | +11.1% |
| YTD | +11.7% | -10.5% | +22.2% | +9.7% |
| 1Y | +26.9% | +12.5% | +14.4% | +21.1% |
| 3Y | +35.0% | +153.8% | -118.8% | +13.4% |
| 5Y | +35.9% | +288.0% | -252.1% | +6.2% |
| 10Y | +179.0% | +906.4% | -727.4% | +90.9% |
| All | +675.8% | +3,620.5% | -2,944.8% | +359.3% |
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