-31.5%
XYL vs FTV
+37.8%
-69.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +4.1% |
| 7D | +14.5% | +6.6% | +7.9% | +11.8% |
| 30D | -1.3% | +19.1% | -20.4% | -8.1% |
| 3M | -17.0% | +13.1% | -30.1% | -21.0% |
| 6M | -11.3% | +14.0% | -25.3% | -15.9% |
| YTD | -25.0% | +24.2% | -49.2% | -31.6% |
| 1Y | -31.5% | +36.4% | -67.9% | -40.1% |
| All | -31.5% | +37.8% | -69.3% | -40.1% |
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