+23.5%
XHB vs FTV
-3.3%
+26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | -8.3% | -9.5% | +1.2% | -2.5% |
| 3M | -7.1% | -10.9% | +3.8% | -0.4% |
| 6M | -5.3% | -0.6% | -4.6% | -5.4% |
| YTD | -3.2% | +1.4% | -4.6% | -5.5% |
| 1Y | -13.9% | +17.6% | -31.5% | -24.4% |
| All | +23.5% | -3.3% | +26.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling