+368.8%
ALL vs FTV
+90.8%
+278.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | 0.0% | -4.5% | +4.5% | +1.8% |
| 30D | -1.5% | -7.1% | +5.6% | +1.3% |
| 3M | +23.6% | -7.2% | +30.8% | +26.6% |
| 6M | +22.3% | -1.5% | +23.8% | +22.0% |
| YTD | +26.5% | +3.5% | +23.0% | +22.8% |
| 1Y | +27.0% | +20.3% | +6.7% | +15.6% |
| 3Y | +149.6% | -3.1% | +152.7% | +142.6% |
| 5Y | +118.1% | +2.3% | +115.7% | +102.4% |
| 10Y | +369.0% | +76.3% | +292.7% | +243.8% |
| All | +368.8% | +90.8% | +278.0% | +239.7% |
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 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