+144.0%
XRT vs FTV
+90.8%
+53.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +0.8% | -4.5% | +5.3% | +3.4% |
| 30D | -4.2% | -7.1% | +2.9% | -0.2% |
| 3M | +5.1% | -7.2% | +12.3% | +8.9% |
| 6M | +2.4% | -1.5% | +3.9% | +2.2% |
| YTD | +3.2% | +3.5% | -0.3% | -0.9% |
| 1Y | +1.5% | +20.3% | -18.8% | -11.3% |
| 3Y | +40.6% | -3.1% | +43.7% | +37.9% |
| 5Y | -1.0% | +2.3% | -3.3% | -7.3% |
| 10Y | +128.4% | +76.3% | +52.1% | +59.7% |
| All | +144.0% | +90.8% | +53.3% | +66.5% |
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