+289.4%
XLF vs FTV
+127.6%
+161.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | +3.9% | -1.2% | +0.5% |
| 30D | +7.6% | +18.7% | -11.0% | -2.1% |
| 3M | +1.1% | +10.0% | -8.9% | -4.4% |
| 6M | +15.9% | +14.6% | +1.3% | +6.6% |
| YTD | +8.4% | +23.4% | -15.0% | -5.4% |
| 1Y | +12.5% | +31.3% | -18.8% | -5.4% |
| 3Y | +81.6% | +39.8% | +41.8% | +43.0% |
| 5Y | +59.3% | +17.7% | +41.6% | +36.2% |
| 10Y | +225.4% | +110.2% | +115.2% | +100.9% |
| All | +289.4% | +127.6% | +161.9% | +136.7% |
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