+238.0%
XHB vs FTV
+90.8%
+147.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.6% |
| 7D | -1.3% | -4.5% | +3.2% | +1.8% |
| 30D | -6.9% | -7.1% | +0.2% | -2.2% |
| 3M | -1.3% | -7.2% | +5.9% | +3.5% |
| 6M | -6.8% | -1.5% | -5.3% | -6.4% |
| YTD | +0.7% | +3.5% | -2.7% | -3.1% |
| 1Y | -11.2% | +20.3% | -31.6% | -23.3% |
| 3Y | +25.3% | -3.1% | +28.5% | +24.3% |
| 5Y | +37.3% | +2.3% | +35.0% | +29.9% |
| 10Y | +211.5% | +76.3% | +135.2% | +107.9% |
| All | +238.0% | +90.8% | +147.2% | +122.9% |
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