+122.3%
B vs FTV
+119.0%
+3.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +9.6% | +0.2% | +9.4% | +9.6% |
| 30D | +3.5% | +15.7% | -12.1% | +1.3% |
| 3M | -1.6% | +7.5% | -9.1% | -2.7% |
| 6M | -1.7% | +8.5% | -10.1% | -2.9% |
| YTD | -5.3% | +18.8% | -24.1% | -7.9% |
| 1Y | +27.2% | +28.5% | -1.3% | +22.4% |
| 3Y | +166.1% | +34.0% | +132.1% | +154.0% |
| 5Y | +136.5% | +12.6% | +123.9% | +127.4% |
| 10Y | +172.2% | +111.4% | +60.8% | +119.3% |
| All | +122.3% | +119.0% | +3.3% | +79.5% |
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 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