+181.3%
XLB vs FTV
+90.8%
+90.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.2% |
| 7D | -1.4% | -4.5% | +3.1% | +1.1% |
| 30D | -0.4% | -7.1% | +6.7% | +3.6% |
| 3M | +2.0% | -7.2% | +9.1% | +5.8% |
| 6M | +1.8% | -1.5% | +3.3% | +1.8% |
| YTD | +16.6% | +3.5% | +13.1% | +12.4% |
| 1Y | +16.9% | +20.3% | -3.4% | +3.1% |
| 3Y | +32.6% | -3.1% | +35.7% | +29.6% |
| 5Y | +35.6% | +2.3% | +33.3% | +26.2% |
| 10Y | +160.0% | +76.3% | +83.7% | +80.8% |
| All | +181.3% | +90.8% | +90.6% | +92.1% |
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