+184.8%
XLB vs FTV
+126.9%
+57.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +0.5% | +1.4% | -0.9% | -0.3% |
| 30D | +6.9% | +18.3% | -11.4% | -2.5% |
| 3M | -0.2% | +9.8% | -10.0% | -5.4% |
| 6M | +3.3% | +12.3% | -9.0% | -3.7% |
| YTD | +18.0% | +23.1% | -5.0% | +3.3% |
| 1Y | +24.2% | +32.5% | -8.3% | +4.2% |
| 3Y | +44.7% | +38.3% | +6.4% | +15.7% |
| 5Y | +31.6% | +16.8% | +14.7% | +13.9% |
| 10Y | +164.2% | +106.6% | +57.7% | +67.5% |
| All | +184.8% | +126.9% | +57.9% | +76.5% |
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