+30.8%
XLV vs FTV
-5.2%
+36.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -4.0% | +0.4% | -2.6% |
| 30D | -1.8% | -11.0% | +9.2% | +0.9% |
| 3M | +7.8% | -8.4% | +16.2% | +9.8% |
| 6M | +9.1% | -2.6% | +11.7% | +9.2% |
| YTD | +7.7% | -0.6% | +8.3% | +6.8% |
| 1Y | +20.4% | +11.0% | +9.5% | +15.6% |
| 3Y | +30.8% | -6.3% | +37.1% | +29.7% |
| All | +30.8% | -5.2% | +36.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling