+21.6%
AR vs FTV
+17.4%
+4.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -1.3% |
| 30D | +5.5% | -9.5% | +15.0% | +4.5% |
| 3M | +12.9% | -10.9% | +23.8% | +11.6% |
| 6M | +0.1% | -0.6% | +0.7% | -0.9% |
| YTD | +13.5% | +1.4% | +12.1% | +11.5% |
| 1Y | +21.6% | +17.6% | +3.9% | +14.6% |
| All | +21.6% | +17.4% | +4.1% | +14.6% |
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