+53.6%
AR vs FTV
+90.8%
-37.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +2.5% | -4.5% | +7.0% | +5.2% |
| 30D | +14.8% | -7.1% | +21.9% | +19.6% |
| 3M | +6.2% | -7.2% | +13.4% | +9.5% |
| 6M | +4.3% | -1.5% | +5.8% | +2.6% |
| YTD | +14.4% | +3.5% | +10.9% | +7.6% |
| 1Y | +21.3% | +20.3% | +1.0% | +2.8% |
| 3Y | +39.8% | -3.1% | +42.9% | +33.7% |
| 5Y | +142.1% | +2.3% | +139.7% | +119.3% |
| 10Y | +52.0% | +76.3% | -24.3% | +5.0% |
| All | +53.6% | +90.8% | -37.2% | +3.7% |
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