+149.9%
XRT vs FTV
+119.0%
+30.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +7.9% | +15.7% | -7.7% | -0.6% |
| 3M | -0.2% | +7.5% | -7.7% | -4.5% |
| 6M | +5.6% | +8.5% | -2.9% | -0.2% |
| YTD | +5.7% | +18.8% | -13.1% | -6.4% |
| 1Y | +14.6% | +28.5% | -14.0% | -3.2% |
| 3Y | +50.7% | +34.0% | +16.7% | +22.4% |
| 5Y | -4.8% | +12.6% | -17.4% | -15.8% |
| 10Y | +152.6% | +111.4% | +41.2% | +60.6% |
| All | +149.9% | +119.0% | +30.9% | +57.4% |
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 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