+678.6%
AU vs FTV
-2.3%
+680.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -3.2% |
| 30D | +7.3% | -11.0% | +18.3% | +10.8% |
| 3M | +26.3% | -8.4% | +34.7% | +29.2% |
| 6M | +1.8% | -2.6% | +4.3% | +2.4% |
| YTD | +26.8% | -0.6% | +27.4% | +26.5% |
| 1Y | +66.7% | +11.0% | +55.7% | +61.1% |
| 3Y | +579.1% | -6.3% | +585.4% | +575.0% |
| All | +678.6% | -2.3% | +680.9% | +620.2% |
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 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