+30.5%
XLB vs FTV
+16.9%
+13.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | +6.9% | +18.3% | -11.4% | -1.8% |
| 3M | -0.2% | +9.8% | -10.0% | -4.9% |
| 6M | +3.3% | +12.3% | -9.0% | -3.1% |
| YTD | +18.0% | +23.1% | -5.0% | +4.4% |
| 1Y | +24.2% | +32.5% | -8.3% | +5.3% |
| 3Y | +44.7% | +38.3% | +6.4% | +16.3% |
| All | +30.5% | +16.9% | +13.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling