+170.7%
XLE vs FTV
+77.3%
+93.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +12.6% | -8.3% | +21.0% | +17.7% |
| 3M | +11.8% | -7.4% | +19.2% | +15.2% |
| 6M | +16.1% | -1.2% | +17.3% | +14.6% |
| YTD | +46.9% | +2.7% | +44.2% | +40.2% |
| 1Y | +53.3% | +18.4% | +34.8% | +34.0% |
| 3Y | +54.9% | -2.0% | +57.0% | +47.2% |
| 5Y | +225.7% | +3.4% | +222.3% | +189.7% |
| 10Y | +170.7% | +78.5% | +92.2% | +76.9% |
| All | +170.7% | +77.3% | +93.4% | +76.9% |
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