+95.4%
ACN vs FTV
+90.8%
+4.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.8% |
| 7D | -1.5% | -4.5% | +3.0% | +0.9% |
| 30D | +9.4% | -7.1% | +16.4% | +13.5% |
| 3M | +5.6% | -7.2% | +12.8% | +9.3% |
| 6M | -9.3% | -1.5% | -7.7% | -9.4% |
| YTD | -29.0% | +3.5% | -32.4% | -31.2% |
| 1Y | -24.7% | +20.3% | -45.0% | -32.9% |
| 3Y | -39.8% | -3.1% | -36.7% | -40.9% |
| 5Y | -40.9% | +2.3% | -43.3% | -44.6% |
| 10Y | +91.1% | +76.3% | +14.8% | +38.7% |
| All | +95.4% | +90.8% | +4.7% | +39.9% |
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