+80.6%
XLRE vs FTV
+87.0%
-6.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.7% | -1.3% | +0.5% | -0.2% |
| 30D | -2.2% | -9.5% | +7.3% | +1.8% |
| 3M | -2.6% | -10.9% | +8.3% | +1.7% |
| 6M | +2.6% | -0.6% | +3.2% | +2.0% |
| YTD | +9.3% | +1.4% | +7.8% | +7.0% |
| 1Y | +7.2% | +17.6% | -10.4% | -1.8% |
| 3Y | +31.3% | -3.3% | +34.6% | +28.6% |
| 5Y | +8.1% | -0.1% | +8.3% | +2.7% |
| 10Y | +88.9% | +82.5% | +6.4% | +39.6% |
| All | +80.6% | +87.0% | -6.4% | +33.9% |
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