+583.0%
AU vs FTV
+89.3%
+493.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +12.8% | -8.3% | +21.1% | +14.3% |
| 3M | +28.5% | -7.4% | +35.9% | +30.0% |
| 6M | +4.8% | -1.2% | +6.0% | +5.0% |
| YTD | +31.0% | +2.7% | +28.3% | +30.2% |
| 1Y | +81.4% | +18.4% | +63.0% | +76.6% |
| 3Y | +618.4% | -2.0% | +620.5% | +612.2% |
| 5Y | +686.3% | +3.4% | +682.9% | +664.9% |
| 10Y | +664.5% | +78.5% | +586.0% | +477.3% |
| All | +583.0% | +89.3% | +493.6% | +406.6% |
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 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