-14.1%
A vs FTV
+3.1%
-17.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +0.6% | -8.3% | +8.9% | +5.6% |
| 3M | +10.9% | -7.4% | +18.3% | +15.2% |
| 6M | +28.2% | -1.2% | +29.4% | +27.3% |
| YTD | +8.6% | +2.7% | +5.9% | +4.2% |
| 1Y | +15.5% | +18.4% | -2.9% | +0.8% |
| 3Y | +31.8% | -2.0% | +33.8% | +27.5% |
| All | -14.1% | +3.1% | -17.3% | -25.7% |
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