+69.8%
XLI vs FTV
-3.3%
+73.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -6.9% | -9.5% | +2.6% | -2.9% |
| 3M | -1.9% | -10.9% | +9.0% | +2.8% |
| 6M | +1.0% | -0.6% | +1.7% | +0.8% |
| YTD | +11.3% | +1.4% | +9.9% | +9.2% |
| 1Y | +15.8% | +17.6% | -1.8% | +5.2% |
| All | +69.8% | -3.3% | +73.0% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling