+575.6%
AU vs FTV
-5.5%
+581.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.7% |
| 7D | -7.0% | -5.2% | -1.8% | -5.7% |
| 30D | +7.3% | -11.5% | +18.8% | +10.6% |
| 3M | +33.2% | -9.0% | +42.3% | +36.3% |
| 6M | -0.6% | -2.0% | +1.4% | -0.1% |
| YTD | +26.2% | -0.9% | +27.1% | +26.3% |
| 1Y | +68.3% | +14.8% | +53.5% | +62.4% |
| All | +575.6% | -5.5% | +581.1% | +553.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling