+186.1%
XLE vs FTV
+90.8%
+95.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | -4.5% | +6.7% | +4.6% |
| 30D | +11.8% | -7.1% | +18.8% | +15.9% |
| 3M | +9.8% | -7.2% | +17.0% | +13.0% |
| 6M | +15.6% | -1.5% | +17.1% | +14.3% |
| YTD | +45.3% | +3.5% | +41.8% | +38.2% |
| 1Y | +48.3% | +20.3% | +28.0% | +28.7% |
| 3Y | +55.4% | -3.1% | +58.6% | +48.9% |
| 5Y | +216.1% | +2.3% | +213.7% | +184.1% |
| 10Y | +178.4% | +76.3% | +102.1% | +80.6% |
| All | +186.1% | +90.8% | +95.3% | +80.8% |
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