+236.0%
XHB vs FTV
+127.6%
+108.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.2% | +3.9% | -4.1% | -2.8% |
| 30D | +9.9% | +18.7% | -8.7% | -2.1% |
| 3M | -6.3% | +10.0% | -16.3% | -12.3% |
| 6M | +3.8% | +14.6% | -10.7% | -5.7% |
| YTD | +0.1% | +23.4% | -23.3% | -14.6% |
| 1Y | -0.8% | +31.3% | -32.1% | -19.0% |
| 3Y | +35.6% | +39.8% | -4.2% | +4.7% |
| 5Y | +29.6% | +17.7% | +11.9% | +11.3% |
| 10Y | +237.5% | +110.2% | +127.3% | +100.8% |
| All | +236.0% | +127.6% | +108.4% | +96.4% |
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