+8.9%
XLV vs FPS
-1.0%
+9.9%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.4% |
| 7D | -3.7% | +5.3% | -9.0% | -3.5% |
| 30D | -1.1% | -17.6% | +16.5% | -1.6% |
| 3M | +8.2% | -45.8% | +54.0% | +7.8% |
| 6M | +8.9% | -10.1% | +19.0% | +5.2% |
| All | +8.9% | -1.0% | +9.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 6mo: compounded portfolio wealth divided by compounded FPS 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…
6mo analysis · Full analysis span regression · 6 months rolling