+298.0%
C vs FTV
+119.0%
+179.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -10.5% | +7.5% | -18.1% | -15.5% |
| 6M | -5.7% | +8.5% | -14.2% | -11.9% |
| YTD | +4.1% | +18.8% | -14.7% | -10.1% |
| 1Y | +20.5% | +28.5% | -8.1% | -2.0% |
| 3Y | +208.1% | +34.0% | +174.1% | +137.6% |
| 5Y | +110.4% | +12.6% | +97.8% | +80.2% |
| 10Y | +234.6% | +111.4% | +123.2% | +93.3% |
| All | +298.0% | +119.0% | +179.0% | +127.6% |
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