+30.5%
XEL vs FTV
-3.0%
+33.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.3% |
| 30D | -2.9% | -11.5% | +8.6% | -0.8% |
| 3M | -2.7% | -9.0% | +6.3% | -1.2% |
| 6M | -6.5% | -2.0% | -4.5% | -6.5% |
| YTD | +3.6% | -0.9% | +4.6% | +3.0% |
| 1Y | +7.5% | +14.8% | -7.3% | +3.5% |
| 3Y | +46.3% | -5.5% | +51.8% | +45.1% |
| 5Y | +30.5% | -1.9% | +32.4% | +24.0% |
| All | +30.5% | -3.0% | +33.5% | +24.0% |
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