+236.5%
ACWI vs FTV
+126.9%
+109.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.2% | +1.4% | -1.5% | -0.7% |
| 30D | -3.3% | +18.3% | -21.6% | -10.1% |
| 3M | -3.4% | +9.8% | -13.2% | -7.4% |
| 6M | +0.8% | +12.3% | -11.5% | -4.8% |
| YTD | +10.7% | +23.1% | -12.4% | -0.6% |
| 1Y | +11.6% | +32.5% | -20.9% | -3.3% |
| 3Y | +73.4% | +38.3% | +35.1% | +44.6% |
| 5Y | +60.2% | +16.8% | +43.3% | +41.6% |
| 10Y | +221.6% | +106.6% | +115.0% | +122.7% |
| All | +236.5% | +126.9% | +109.6% | +129.8% |
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 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