+117.6%
XLP vs FTV
+119.2%
-1.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.3% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +11.6% | +13.0% | -1.5% | +8.2% |
| 3M | +7.6% | +6.8% | +0.9% | +5.8% |
| 6M | +10.0% | +8.0% | +2.0% | +7.5% |
| YTD | +19.7% | +18.9% | +0.8% | +13.5% |
| 1Y | +23.5% | +30.8% | -7.4% | +14.1% |
| 3Y | +44.0% | +33.4% | +10.6% | +29.9% |
| 5Y | +42.7% | +12.7% | +30.0% | +32.9% |
| 10Y | +131.3% | +111.6% | +19.8% | +80.2% |
| All | +117.6% | +119.2% | -1.6% | +69.6% |
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