-1.3%
ACWI vs FTV
+7.0%
-8.4%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.2% |
| 30D | -5.2% | +15.7% | -20.8% | -7.1% |
| 3M | -4.8% | +7.5% | -12.4% | -5.7% |
| 6M | -1.3% | +8.5% | -9.8% | -2.0% |
| All | -1.3% | +7.0% | -8.4% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling