+911.5%
BE vs FTV
+20.6%
+890.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.3% |
| 7D | +20.0% | -4.5% | +24.5% | +25.2% |
| 30D | +7.9% | -7.1% | +15.0% | +15.5% |
| 3M | -13.2% | -7.2% | -6.0% | -8.8% |
| 6M | +53.5% | -1.5% | +55.0% | +52.0% |
| YTD | +191.0% | +3.5% | +187.5% | +161.6% |
| 1Y | +360.5% | +20.3% | +340.2% | +249.6% |
| 3Y | +1,568.0% | -3.1% | +1,571.1% | +1,506.2% |
| 5Y | +1,055.2% | +2.3% | +1,052.8% | +966.7% |
| All | +911.5% | +20.6% | +890.9% | +537.5% |
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