+53.3%
XLE vs FTV
+19.1%
+34.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +12.6% | -8.3% | +21.0% | +12.4% |
| 3M | +11.8% | -7.4% | +19.2% | +11.4% |
| 6M | +16.1% | -1.2% | +17.3% | +15.2% |
| YTD | +46.9% | +2.7% | +44.2% | +43.9% |
| 1Y | +53.3% | +18.4% | +34.8% | +46.5% |
| All | +53.3% | +19.1% | +34.1% | +46.5% |
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