+43.3%
XLP vs FTV
+17.2%
+26.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | -0.7% | +0.1% | -0.4% |
| 30D | +8.3% | +18.3% | -10.0% | +4.8% |
| 3M | +8.7% | +10.2% | -1.5% | +6.6% |
| 6M | +11.2% | +12.8% | -1.6% | +8.3% |
| YTD | +20.0% | +23.4% | -3.4% | +14.2% |
| 1Y | +21.3% | +31.4% | -10.1% | +13.8% |
| 3Y | +43.8% | +38.7% | +5.2% | +30.3% |
| 5Y | +43.3% | +18.6% | +24.7% | +32.2% |
| All | +43.3% | +17.2% | +26.1% | +32.2% |
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 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