+40.6%
AR vs FTV
+119.0%
-78.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -14.3% | +0.2% | -14.5% | -14.5% |
| 30D | +1.4% | +15.7% | -14.2% | -7.3% |
| 3M | +3.4% | +7.5% | -4.1% | -1.5% |
| 6M | -2.1% | +8.5% | -10.5% | -8.5% |
| YTD | +4.7% | +18.8% | -14.1% | -9.6% |
| 1Y | +10.6% | +28.5% | -18.0% | -9.5% |
| 3Y | +24.6% | +34.0% | -9.4% | -3.3% |
| 5Y | +71.9% | +12.6% | +59.3% | +47.5% |
| 10Y | +46.4% | +111.4% | -65.0% | -8.2% |
| All | +40.6% | +119.0% | -78.4% | -12.8% |
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