+346.1%
A vs FTV
+124.8%
+221.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +1.7% |
| 7D | +4.8% | +0.4% | +4.4% | +4.5% |
| 30D | +5.6% | +17.2% | -11.5% | -2.8% |
| 3M | +23.6% | +8.9% | +14.7% | +17.8% |
| 6M | +56.4% | +11.3% | +45.1% | +46.5% |
| YTD | +33.4% | +21.9% | +11.5% | +17.6% |
| 1Y | +23.7% | +31.6% | -7.9% | +4.6% |
| 3Y | +71.0% | +38.1% | +32.9% | +39.5% |
| 5Y | +16.8% | +15.7% | +1.1% | +2.7% |
| 10Y | +323.8% | +107.5% | +216.3% | +179.9% |
| All | +346.1% | +124.8% | +221.3% | +190.0% |
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