+7.8%
XLP vs FTV
+21.5%
-13.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | -4.6% | +3.6% | -0.7% |
| 30D | -0.9% | -7.2% | +6.3% | -0.4% |
| 3M | +3.8% | -7.3% | +11.1% | +4.2% |
| 6M | -1.7% | -1.6% | -0.1% | -1.7% |
| YTD | +10.3% | +3.3% | +6.9% | +9.2% |
| 1Y | +7.8% | +20.2% | -12.4% | +5.7% |
| All | +7.8% | +21.5% | -13.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling