+35.7%
XME vs FTV
+15.4%
+20.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.2% |
| 7D | -3.0% | -5.2% | +2.2% | -1.8% |
| 30D | -2.6% | -11.5% | +8.9% | +0.2% |
| 3M | +2.2% | -9.0% | +11.2% | +4.5% |
| 6M | +0.7% | -2.0% | +2.7% | +1.1% |
| YTD | +10.9% | -0.9% | +11.9% | +11.4% |
| 1Y | +35.7% | +14.8% | +20.9% | +28.4% |
| All | +35.7% | +15.4% | +20.3% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling