+164.3%
ACN vs FTV
+127.6%
+36.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +3.9% | -7.7% | -5.8% |
| 30D | +16.5% | +18.7% | -2.1% | +6.4% |
| 3M | +41.5% | +10.0% | +31.4% | +34.0% |
| 6M | +60.1% | +14.6% | +45.5% | +47.5% |
| YTD | -3.9% | +23.4% | -27.4% | -15.4% |
| 1Y | +4.1% | +31.3% | -27.2% | -11.3% |
| 3Y | -15.9% | +39.8% | -55.7% | -32.3% |
| 5Y | -26.3% | +17.7% | -44.0% | -35.9% |
| 10Y | +148.2% | +110.2% | +38.0% | +63.8% |
| All | +164.3% | +127.6% | +36.7% | +72.0% |
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