+22.3%
ALL vs FTV
-1.8%
+24.2%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | -1.5% | -7.1% | +5.6% | -1.0% |
| 3M | +23.6% | -7.2% | +30.8% | +23.8% |
| 6M | +22.3% | -1.5% | +23.8% | +20.8% |
| All | +22.3% | -1.8% | +24.2% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling