+59.5%
ACWI vs FTV
+18.0%
+41.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.7% | +3.7% | -1.0% | +1.2% |
| 30D | -2.6% | +16.8% | -19.4% | -8.7% |
| 3M | -3.2% | +10.4% | -13.6% | -7.2% |
| 6M | +1.9% | +12.8% | -11.0% | -3.7% |
| YTD | +11.3% | +23.3% | -12.0% | +0.2% |
| 1Y | +11.7% | +31.0% | -19.3% | -2.5% |
| 3Y | +74.4% | +38.6% | +35.8% | +44.0% |
| 5Y | +59.5% | +17.6% | +41.9% | +35.8% |
| All | +59.5% | +18.0% | +41.5% | +35.8% |
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