+130.9%
XEL vs FTV
+89.3%
+41.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | -1.5% | -8.3% | +6.8% | +0.4% |
| 3M | -0.2% | -7.4% | +7.2% | +1.4% |
| 6M | -5.4% | -1.2% | -4.2% | -5.6% |
| YTD | +5.6% | +2.7% | +3.0% | +4.1% |
| 1Y | +10.5% | +18.4% | -8.0% | +4.8% |
| 3Y | +49.2% | -2.0% | +51.2% | +46.3% |
| 5Y | +30.1% | +3.4% | +26.7% | +24.0% |
| 10Y | +146.7% | +78.5% | +68.2% | +96.5% |
| All | +130.9% | +89.3% | +41.5% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling