+46.6%
AR vs FTV
+126.9%
-80.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +2.2% |
| 7D | -5.8% | +1.4% | -7.1% | -6.6% |
| 30D | +4.8% | +18.3% | -13.5% | -5.4% |
| 3M | +1.5% | +9.8% | -8.3% | -4.5% |
| 6M | +4.7% | +12.3% | -7.6% | -4.1% |
| YTD | +9.2% | +23.1% | -13.9% | -7.6% |
| 1Y | +11.2% | +32.5% | -21.4% | -10.6% |
| 3Y | +46.2% | +38.3% | +7.9% | +11.5% |
| 5Y | +98.1% | +16.8% | +81.2% | +66.3% |
| 10Y | +54.5% | +106.6% | -52.0% | -3.7% |
| All | +46.6% | +126.9% | -80.3% | -10.9% |
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