+141.3%
XLC vs FTV
+12.5%
+128.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | -1.7% | -5.2% | +3.5% | +0.6% |
| 30D | +0.2% | -11.5% | +11.7% | +5.6% |
| 3M | +0.7% | -9.0% | +9.7% | +4.5% |
| 6M | -4.5% | -2.0% | -2.4% | -4.5% |
| YTD | -4.7% | -0.9% | -3.8% | -6.0% |
| 1Y | -1.5% | +14.8% | -16.3% | -9.6% |
| 3Y | +72.2% | -5.5% | +77.7% | +69.9% |
| 5Y | +39.3% | -1.9% | +41.2% | +32.6% |
| All | +141.3% | +12.5% | +128.8% | +105.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling