+19.1%
AA vs FTV
+4.3%
+14.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.1% |
| 7D | +1.7% | -0.4% | +2.0% | +1.9% |
| 30D | +3.3% | -8.3% | +11.6% | +9.6% |
| 3M | -29.4% | -7.4% | -22.0% | -26.0% |
| 6M | -12.8% | -1.2% | -11.6% | -13.7% |
| YTD | -2.1% | +2.7% | -4.8% | -8.2% |
| 1Y | +62.8% | +18.4% | +44.3% | +34.7% |
| 3Y | +90.5% | -2.0% | +92.5% | +84.1% |
| 5Y | +19.1% | +3.4% | +15.7% | -5.3% |
| All | +19.1% | +4.3% | +14.8% | -5.3% |
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