+29.5%
XLB vs FTV
+37.8%
-8.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | +3.9% | +6.6% | -2.7% | +2.0% |
| 30D | +8.9% | +19.1% | -10.2% | +3.3% |
| 3M | +4.1% | +13.1% | -8.9% | +0.3% |
| 6M | +7.3% | +14.0% | -6.7% | +3.0% |
| YTD | +20.4% | +24.2% | -3.8% | +11.7% |
| 1Y | +29.5% | +36.4% | -6.8% | +15.0% |
| All | +29.5% | +37.8% | -8.2% | +15.0% |
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