+169.4%
XLV vs FTV
+80.7%
+88.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -4.0% | +0.4% | -2.2% |
| 30D | -1.8% | -11.0% | +9.2% | +2.2% |
| 3M | +7.8% | -8.4% | +16.2% | +10.8% |
| 6M | +9.1% | -2.6% | +11.7% | +9.4% |
| YTD | +7.7% | -0.6% | +8.3% | +6.6% |
| 1Y | +20.4% | +11.0% | +9.5% | +14.2% |
| 3Y | +30.8% | -6.3% | +37.1% | +29.7% |
| 5Y | +34.6% | -1.5% | +36.2% | +28.6% |
| All | +169.4% | +80.7% | +88.7% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling