+44.6%
AU vs FTV
+37.8%
+6.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +7.3% |
| 7D | +0.8% | +6.6% | -5.8% | -1.0% |
| 30D | -7.0% | +19.1% | -26.1% | -11.4% |
| 3M | +8.5% | +13.1% | -4.5% | +4.7% |
| 6M | -1.3% | +14.0% | -15.3% | -4.8% |
| YTD | +6.8% | +24.2% | -17.4% | +2.2% |
| 1Y | +44.6% | +36.4% | +8.3% | +37.2% |
| All | +44.6% | +37.8% | +6.8% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling