+250.1%
ACWI vs FTV
+90.8%
+159.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | +0.5% | -4.5% | +5.0% | +2.5% |
| 30D | +0.9% | -7.1% | +7.9% | +4.0% |
| 3M | +2.4% | -7.2% | +9.6% | +5.2% |
| 6M | +12.4% | -1.5% | +13.9% | +12.2% |
| YTD | +15.2% | +3.5% | +11.7% | +11.6% |
| 1Y | +22.7% | +20.3% | +2.4% | +10.6% |
| 3Y | +75.8% | -3.1% | +78.9% | +72.0% |
| 5Y | +67.7% | +2.3% | +65.4% | +57.1% |
| 10Y | +229.0% | +76.3% | +152.7% | +145.4% |
| All | +250.1% | +90.8% | +159.3% | +158.1% |
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