+134.9%
AS vs FTV
+11.5%
+123.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.9% | +0.2% | +6.7% | +6.8% |
| 30D | +16.0% | +15.7% | +0.3% | +5.7% |
| 3M | -12.8% | +7.5% | -20.4% | -17.0% |
| 6M | -15.4% | +8.5% | -23.8% | -20.4% |
| YTD | -15.7% | +18.8% | -34.5% | -26.7% |
| 1Y | +6.1% | +28.5% | -22.5% | -13.8% |
| All | +134.9% | +11.5% | +123.3% | +111.5% |
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