+273.9%
XLI vs FTV
+90.8%
+183.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -1.1% | -4.5% | +3.4% | +1.5% |
| 30D | -5.9% | -7.1% | +1.1% | -2.1% |
| 3M | -0.3% | -7.2% | +6.9% | +3.6% |
| 6M | +0.1% | -1.5% | +1.6% | +0.2% |
| YTD | +13.6% | +3.5% | +10.1% | +9.4% |
| 1Y | +17.2% | +20.3% | -3.2% | +2.9% |
| 3Y | +68.2% | -3.1% | +71.3% | +64.6% |
| 5Y | +80.7% | +2.3% | +78.4% | +68.0% |
| 10Y | +253.3% | +76.3% | +176.9% | +142.9% |
| All | +273.9% | +90.8% | +183.1% | +152.2% |
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