+229.5%
ACWI vs FTV
+119.0%
+110.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -5.2% | +15.7% | -20.8% | -11.0% |
| 3M | -4.8% | +7.5% | -12.4% | -8.0% |
| 6M | -1.3% | +8.5% | -9.8% | -5.4% |
| YTD | +8.4% | +18.8% | -10.4% | -1.2% |
| 1Y | +11.0% | +28.5% | -17.5% | -2.5% |
| 3Y | +70.6% | +34.0% | +36.6% | +44.2% |
| 5Y | +55.3% | +12.6% | +42.7% | +39.5% |
| 10Y | +223.2% | +111.4% | +111.8% | +124.3% |
| All | +229.5% | +119.0% | +110.5% | +128.5% |
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