-23.4%
XYL vs FTV
+18.0%
-41.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -6.0% | +3.7% | -9.7% | -8.1% |
| 30D | -8.3% | +16.8% | -25.1% | -17.1% |
| 3M | -22.6% | +10.4% | -33.0% | -27.5% |
| 6M | -15.0% | +12.8% | -27.9% | -21.7% |
| YTD | -30.2% | +23.3% | -53.5% | -40.1% |
| 1Y | -36.4% | +31.0% | -67.4% | -47.7% |
| 3Y | -0.9% | +38.6% | -39.5% | -25.0% |
| 5Y | -23.4% | +17.6% | -40.9% | -33.8% |
| All | -23.4% | +18.0% | -41.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling