+120.4%
XLK vs FTV
-5.2%
+125.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -4.0% | +4.2% | +1.9% |
| 30D | -0.6% | -11.0% | +10.4% | +4.2% |
| 3M | +2.6% | -8.4% | +11.0% | +5.8% |
| 6M | +34.0% | -2.6% | +36.5% | +33.9% |
| YTD | +30.7% | -0.6% | +31.3% | +28.2% |
| 1Y | +39.2% | +11.0% | +28.2% | +28.1% |
| 3Y | +120.4% | -6.3% | +126.8% | +123.8% |
| All | +120.4% | -5.2% | +125.6% | +123.8% |
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 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