+248.5%
ALAB vs FTV
+6.6%
+242.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.9% |
| 7D | -7.5% | +1.4% | -8.8% | -7.7% |
| 30D | -36.8% | +18.3% | -55.1% | -42.8% |
| 3M | -31.9% | +9.8% | -41.7% | -35.4% |
| 6M | +8.2% | +12.3% | -4.1% | -0.6% |
| YTD | +29.9% | +23.1% | +6.9% | +10.7% |
| 1Y | +24.4% | +32.5% | -8.1% | -1.2% |
| All | +248.5% | +6.6% | +242.0% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling