+167.4%
XYL vs FTV
+90.8%
+76.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.4% |
| 7D | -5.0% | -4.5% | -0.6% | -2.1% |
| 30D | -13.2% | -7.1% | -6.2% | -8.9% |
| 3M | -3.7% | -7.2% | +3.5% | +1.0% |
| 6M | -17.7% | -1.5% | -16.2% | -17.4% |
| YTD | -21.5% | +3.5% | -25.0% | -24.7% |
| 1Y | -24.5% | +20.3% | -44.8% | -34.9% |
| 3Y | +6.9% | -3.1% | +10.1% | +4.5% |
| 5Y | -18.1% | +2.3% | -20.4% | -23.8% |
| 10Y | +134.7% | +76.3% | +58.4% | +56.4% |
| All | +167.4% | +90.8% | +76.6% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling