+114.8%
XLP vs FTV
+119.0%
-4.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +6.5% | +7.5% | -1.0% | +4.5% |
| 6M | +8.4% | +8.5% | -0.1% | +5.8% |
| YTD | +18.2% | +18.8% | -0.6% | +12.1% |
| 1Y | +22.4% | +28.5% | -6.1% | +13.6% |
| 3Y | +41.9% | +34.0% | +7.9% | +27.9% |
| 5Y | +40.9% | +12.6% | +28.3% | +31.2% |
| 10Y | +128.4% | +111.4% | +17.0% | +77.9% |
| All | +114.8% | +119.0% | -4.2% | +67.4% |
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 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