+105.9%
C vs FTV
+12.0%
+93.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -6.0% | +15.7% | -21.6% | -13.5% |
| 3M | -10.5% | +7.5% | -18.1% | -14.4% |
| 6M | -5.7% | +8.5% | -14.2% | -10.5% |
| YTD | +4.1% | +18.8% | -14.7% | -7.1% |
| 1Y | +20.5% | +28.5% | -8.1% | +2.3% |
| 3Y | +208.1% | +34.0% | +174.1% | +152.3% |
| All | +105.9% | +12.0% | +93.9% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling