+136.0%
XLC vs FTV
+40.2%
+95.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +3.9% | -0.2% | +2.0% |
| 30D | -1.9% | +18.7% | -20.6% | -9.0% |
| 3M | -3.1% | +10.0% | -13.1% | -7.3% |
| 6M | -6.4% | +14.6% | -20.9% | -12.5% |
| YTD | -6.8% | +23.4% | -30.3% | -16.7% |
| 1Y | -1.7% | +31.3% | -33.0% | -14.7% |
| 3Y | +64.7% | +39.8% | +24.9% | +35.6% |
| 5Y | +41.1% | +17.7% | +23.4% | +23.8% |
| All | +136.0% | +40.2% | +95.8% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling