+145.2%
B vs FTV
+90.8%
+54.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -4.5% | +2.9% | -0.9% |
| 30D | +9.4% | -7.1% | +16.5% | +10.6% |
| 3M | +5.0% | -7.2% | +12.1% | +6.1% |
| 6M | -3.5% | -1.5% | -2.0% | -3.4% |
| YTD | +4.5% | +3.5% | +1.0% | +3.7% |
| 1Y | +67.8% | +20.3% | +47.4% | +63.1% |
| 3Y | +196.7% | -3.1% | +199.8% | +194.8% |
| 5Y | +151.9% | +2.3% | +149.6% | +146.5% |
| 10Y | +202.2% | +76.3% | +125.8% | +151.3% |
| All | +145.2% | +90.8% | +54.5% | +102.2% |
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 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