+149.9%
XLE vs FTV
+12.0%
+137.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | +0.2% | -12.2% | -12.1% |
| 30D | -2.7% | +15.7% | -18.4% | -6.8% |
| 3M | +6.6% | +7.5% | -0.9% | +4.1% |
| 6M | +9.5% | +8.5% | +1.1% | +6.1% |
| YTD | +40.6% | +18.8% | +21.8% | +30.9% |
| 1Y | +43.6% | +28.5% | +15.1% | +29.8% |
| 3Y | +58.1% | +34.0% | +24.1% | +39.0% |
| All | +149.9% | +12.0% | +137.9% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling