+109.8%
AAPL vs FTV
+1.8%
+108.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | +2.3% | -9.5% | +11.8% | +7.5% |
| 3M | +8.6% | -10.9% | +19.5% | +14.5% |
| 6M | +21.6% | -0.6% | +22.2% | +20.1% |
| YTD | +16.3% | +1.4% | +14.9% | +12.7% |
| 1Y | +35.1% | +17.6% | +17.4% | +19.3% |
| 3Y | +79.4% | -3.3% | +82.6% | +74.0% |
| 5Y | +109.8% | -0.1% | +110.0% | +83.4% |
| All | +109.8% | +1.8% | +108.0% | +83.4% |
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