+270.6%
C vs FTV
-0.9%
+271.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +3.6% | -4.5% | +8.1% | +6.2% |
| 30D | +0.1% | -7.1% | +7.1% | +4.0% |
| 3M | +2.4% | -7.2% | +9.6% | +6.2% |
| 6M | +24.9% | -1.5% | +26.4% | +25.3% |
| YTD | +19.8% | +3.5% | +16.3% | +16.4% |
| 1Y | +44.9% | +20.3% | +24.5% | +27.7% |
| All | +270.6% | -0.9% | +271.6% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling