-35.2%
XYL vs FTV
+31.1%
-66.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | +3.9% | -7.6% | -5.2% |
| 30D | -8.3% | +18.7% | -27.0% | -14.6% |
| 3M | -21.4% | +10.0% | -31.4% | -24.5% |
| 6M | -12.9% | +14.6% | -27.5% | -17.6% |
| YTD | -30.1% | +23.4% | -53.5% | -36.2% |
| 1Y | -35.2% | +31.3% | -66.4% | -42.9% |
| All | -35.2% | +31.1% | -66.2% | -42.9% |
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