-5.8%
XLC vs FTV
+37.8%
-43.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.2% |
| 7D | +1.8% | +6.6% | -4.8% | +1.1% |
| 30D | -6.0% | +19.1% | -25.1% | -7.7% |
| 3M | -6.0% | +13.1% | -19.1% | -7.1% |
| 6M | -9.1% | +14.0% | -23.1% | -10.3% |
| YTD | -10.0% | +24.2% | -34.2% | -12.0% |
| 1Y | -5.8% | +36.4% | -42.2% | -10.0% |
| All | -5.8% | +37.8% | -43.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling