-14.5%
XYL vs FTV
+1.8%
-16.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.7% |
| 30D | -10.8% | -9.5% | -1.3% | -5.0% |
| 3M | -2.5% | -10.9% | +8.4% | +4.6% |
| 6M | -12.2% | -0.6% | -11.6% | -12.4% |
| YTD | -20.1% | +1.4% | -21.5% | -22.2% |
| 1Y | -20.6% | +17.6% | -38.3% | -30.5% |
| 3Y | +17.3% | -3.3% | +20.6% | +14.9% |
| 5Y | -14.5% | -0.1% | -14.4% | -19.2% |
| All | -14.5% | +1.8% | -16.3% | -19.2% |
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