+338.1%
A vs FTV
+127.5%
+210.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.1% | -0.7% | +0.5% | +0.2% |
| 30D | +3.3% | +18.3% | -15.1% | -5.5% |
| 3M | +18.5% | +10.2% | +8.3% | +12.3% |
| 6M | +59.3% | +12.8% | +46.5% | +48.2% |
| YTD | +31.0% | +23.4% | +7.6% | +14.8% |
| 1Y | +19.3% | +31.4% | -12.1% | +1.0% |
| 3Y | +66.8% | +38.7% | +28.2% | +35.8% |
| 5Y | +15.5% | +18.6% | -3.1% | +0.3% |
| 10Y | +312.3% | +110.1% | +202.2% | +170.5% |
| All | +338.1% | +127.5% | +210.7% | +183.1% |
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