+75.7%
AA vs FTV
+37.0%
+38.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +4.0% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | -0.6% | +17.2% | -17.8% | -10.5% |
| 3M | -16.3% | +8.9% | -25.1% | -21.0% |
| 6M | -33.4% | +11.3% | -44.7% | -38.5% |
| YTD | -20.7% | +21.9% | -42.6% | -33.8% |
| 1Y | +12.9% | +31.6% | -18.6% | -12.6% |
| 3Y | +75.7% | +38.1% | +37.6% | +8.5% |
| All | +75.7% | +37.0% | +38.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling