+100.4%
XLP vs FTV
+90.8%
+9.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -4.5% | +3.5% | +0.1% |
| 30D | -0.9% | -7.1% | +6.2% | +0.9% |
| 3M | +3.8% | -7.2% | +11.0% | +5.5% |
| 6M | -1.7% | -1.5% | -0.2% | -1.8% |
| YTD | +10.3% | +3.5% | +6.8% | +8.3% |
| 1Y | +7.8% | +20.3% | -12.6% | +1.5% |
| 3Y | +27.2% | -3.1% | +30.3% | +25.1% |
| 5Y | +32.5% | +2.3% | +30.2% | +26.2% |
| 10Y | +101.8% | +76.3% | +25.5% | +63.6% |
| All | +100.4% | +90.8% | +9.6% | +61.8% |
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 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