+11.6%
ACWI vs FTV
+32.5%
-20.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.2% | +1.4% | -1.5% | -0.4% |
| 30D | -3.3% | +18.3% | -21.6% | -5.7% |
| 3M | -3.4% | +9.8% | -13.2% | -4.8% |
| 6M | +0.8% | +12.3% | -11.5% | -1.0% |
| YTD | +10.7% | +23.1% | -12.4% | +7.0% |
| 1Y | +11.6% | +32.5% | -20.9% | +5.7% |
| All | +11.6% | +32.5% | -20.9% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling