+167.6%
ACN vs FTV
+127.5%
+40.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.0% | -0.7% | -3.4% | -3.8% |
| 30D | +19.0% | +18.3% | +0.7% | +8.8% |
| 3M | +42.2% | +10.2% | +32.0% | +34.6% |
| 6M | +50.1% | +12.8% | +37.3% | +39.6% |
| YTD | -2.7% | +23.4% | -26.1% | -14.3% |
| 1Y | +7.6% | +31.4% | -23.9% | -8.4% |
| 3Y | -15.9% | +38.7% | -54.5% | -32.0% |
| 5Y | -24.4% | +18.6% | -43.0% | -34.5% |
| 10Y | +151.4% | +110.1% | +41.2% | +65.9% |
| All | +167.6% | +127.5% | +40.2% | +74.2% |
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