+134.0%
XLC vs FTV
+39.8%
+94.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | +6.2% | +1.4% | +4.9% | +5.6% |
| 30D | -2.4% | +18.3% | -20.7% | -9.3% |
| 3M | -3.3% | +9.8% | -13.1% | -7.5% |
| 6M | -7.3% | +12.3% | -19.6% | -12.6% |
| YTD | -7.6% | +23.1% | -30.7% | -17.3% |
| 1Y | -3.7% | +32.5% | -36.2% | -16.8% |
| 3Y | +62.9% | +38.3% | +24.6% | +34.9% |
| 5Y | +41.6% | +16.8% | +24.8% | +24.7% |
| All | +134.0% | +39.8% | +94.2% | +81.1% |
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