+81.7%
XLI vs FTV
-0.7%
+82.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | -6.9% | -9.5% | +2.6% | -2.2% |
| 3M | -1.9% | -10.9% | +9.0% | +3.6% |
| 6M | +1.0% | -0.6% | +1.7% | +0.7% |
| YTD | +11.3% | +1.4% | +9.9% | +8.7% |
| 1Y | +15.8% | +17.6% | -1.8% | +4.0% |
| 3Y | +69.8% | -3.3% | +73.1% | +66.8% |
| All | +81.7% | -0.7% | +82.4% | +68.5% |
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 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