+16.9%
XLB vs FTV
+21.5%
-4.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.4% | -4.6% | +3.2% | 0.0% |
| 30D | -0.4% | -7.2% | +6.8% | +1.8% |
| 3M | +2.0% | -7.3% | +9.2% | +4.1% |
| 6M | +1.8% | -1.6% | +3.5% | +2.1% |
| YTD | +16.6% | +3.3% | +13.2% | +14.3% |
| 1Y | +16.9% | +20.2% | -3.3% | +8.2% |
| All | +16.9% | +21.5% | -4.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling