+122.9%
XLU vs FTV
+87.0%
+35.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -0.4% | -9.5% | +9.1% | +2.3% |
| 3M | -1.7% | -10.9% | +9.2% | +1.2% |
| 6M | -7.1% | -0.6% | -6.5% | -7.5% |
| YTD | +1.9% | +1.4% | +0.5% | +0.4% |
| 1Y | +6.1% | +17.6% | -11.5% | -0.3% |
| 3Y | +48.8% | -3.3% | +52.0% | +45.8% |
| 5Y | +43.8% | -0.1% | +43.9% | +37.4% |
| 10Y | +143.2% | +82.5% | +60.7% | +86.3% |
| All | +122.9% | +87.0% | +35.9% | +71.2% |
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 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