+34.5%
XLB vs FTV
-3.2%
+37.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -0.2% | -0.4% | +0.1% | -0.1% |
| 30D | -1.7% | -8.3% | +6.6% | +1.9% |
| 3M | +4.4% | -7.4% | +11.8% | +7.5% |
| 6M | +5.0% | -1.2% | +6.2% | +4.9% |
| YTD | +15.5% | +2.7% | +12.8% | +12.5% |
| 1Y | +14.9% | +18.4% | -3.5% | +4.2% |
| 3Y | +34.5% | -2.0% | +36.6% | +30.9% |
| All | +34.5% | -3.2% | +37.7% | +30.9% |
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 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