+99.4%
XYL vs FTV
+109.2%
-9.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | +3.9% | -7.6% | -6.2% |
| 30D | -8.3% | +18.7% | -27.0% | -18.6% |
| 3M | -21.4% | +10.0% | -31.4% | -26.7% |
| 6M | -12.9% | +14.6% | -27.5% | -21.1% |
| YTD | -30.1% | +23.4% | -53.5% | -40.7% |
| 1Y | -35.2% | +31.3% | -66.4% | -47.4% |
| 3Y | -0.8% | +39.8% | -40.6% | -25.4% |
| 5Y | -23.2% | +17.7% | -40.9% | -35.3% |
| All | +99.4% | +109.2% | -9.8% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling