-0.5%
AGG vs FTV
+37.8%
-38.3%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | +0.5% | +6.6% | -6.1% | +0.3% |
| 30D | +2.4% | +19.1% | -16.7% | +1.9% |
| 3M | -1.0% | +13.1% | -14.0% | -1.4% |
| 6M | -0.9% | +14.0% | -14.9% | -1.3% |
| YTD | -0.9% | +24.2% | -25.1% | -1.5% |
| 1Y | -0.5% | +36.4% | -36.9% | -2.0% |
| All | -0.5% | +37.8% | -38.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling