+18.6%
XYL vs FTV
-3.2%
+21.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.3% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -9.2% | -8.3% | -0.9% | -5.4% |
| 3M | -0.3% | -7.4% | +7.1% | +3.4% |
| 6M | -11.0% | -1.2% | -9.8% | -10.7% |
| YTD | -19.2% | +2.7% | -21.9% | -21.0% |
| 1Y | -21.2% | +18.4% | -39.6% | -28.6% |
| 3Y | +18.6% | -2.0% | +20.6% | +17.4% |
| All | +18.6% | -3.2% | +21.8% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling