+19.9%
XBI vs FTV
-2.3%
+22.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -4.6% | -4.0% | -0.7% | -2.6% |
| 30D | -2.0% | -11.0% | +9.0% | +3.9% |
| 3M | +17.8% | -8.4% | +26.2% | +22.1% |
| 6M | +23.7% | -2.6% | +26.3% | +23.5% |
| YTD | +28.2% | -0.6% | +28.8% | +24.9% |
| 1Y | +64.0% | +11.0% | +53.0% | +48.8% |
| 3Y | +99.4% | -6.3% | +105.7% | +96.9% |
| All | +19.9% | -2.3% | +22.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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