+146.3%
AR vs FTV
+5.1%
+141.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.5% | -4.5% | +7.0% | +4.5% |
| 30D | +14.8% | -7.1% | +21.9% | +18.4% |
| 3M | +6.2% | -7.2% | +13.4% | +8.7% |
| 6M | +4.3% | -1.5% | +5.8% | +2.9% |
| YTD | +14.4% | +3.5% | +10.9% | +8.6% |
| 1Y | +21.3% | +20.3% | +1.0% | +5.2% |
| 3Y | +39.8% | -3.1% | +42.9% | +35.0% |
| All | +146.3% | +5.1% | +141.2% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling