+42.0%
XLP vs FTV
+12.0%
+30.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +10.3% | +15.7% | -5.4% | +7.2% |
| 3M | +6.5% | +7.5% | -1.0% | +5.0% |
| 6M | +8.4% | +8.5% | -0.1% | +6.4% |
| YTD | +18.2% | +18.8% | -0.6% | +13.3% |
| 1Y | +22.4% | +28.5% | -6.1% | +15.3% |
| 3Y | +41.9% | +34.0% | +7.9% | +29.4% |
| All | +42.0% | +12.0% | +30.0% | +32.4% |
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 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