+668.0%
BE vs FTV
+43.8%
+624.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +3.9% | +6.9% | +7.0% |
| 30D | -19.8% | +18.7% | -38.4% | -31.9% |
| 3M | -18.7% | +10.0% | -28.7% | -25.9% |
| 6M | -33.7% | +14.6% | -48.3% | -43.1% |
| YTD | +121.0% | +23.4% | +97.5% | +67.8% |
| 1Y | +85.4% | +31.3% | +54.1% | +30.8% |
| 3Y | +1,709.5% | +39.8% | +1,669.7% | +1,101.0% |
| 5Y | +462.2% | +17.7% | +444.5% | +356.6% |
| All | +668.0% | +43.8% | +624.2% | +308.9% |
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