+181.5%
XLB vs FTV
+127.6%
+53.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +3.9% | -3.4% | -1.5% |
| 30D | +5.2% | +18.7% | -13.5% | -4.3% |
| 3M | +0.3% | +10.0% | -9.7% | -5.1% |
| 6M | +1.2% | +14.6% | -13.4% | -6.7% |
| YTD | +16.6% | +23.4% | -6.8% | +2.0% |
| 1Y | +21.4% | +31.3% | -9.9% | +2.4% |
| 3Y | +43.2% | +39.8% | +3.4% | +13.8% |
| 5Y | +28.0% | +17.7% | +10.4% | +10.4% |
| 10Y | +164.8% | +110.2% | +54.5% | +66.8% |
| All | +181.5% | +127.6% | +53.9% | +74.2% |
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 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