-42.9%
ACN vs FTV
+4.3%
-47.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.7% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | +1.9% | -8.3% | +10.2% | +6.7% |
| 3M | +3.9% | -7.4% | +11.3% | +7.7% |
| 6M | -15.0% | -1.2% | -13.8% | -15.4% |
| YTD | -31.9% | +2.7% | -34.6% | -34.0% |
| 1Y | -28.5% | +18.4% | -46.9% | -36.5% |
| 3Y | -41.9% | -2.0% | -39.9% | -43.5% |
| 5Y | -42.9% | +3.4% | -46.3% | -48.5% |
| All | -42.9% | +4.3% | -47.1% | -48.5% |
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 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