+357.9%
C vs FTV
+90.8%
+267.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +3.6% | -4.5% | +8.1% | +7.0% |
| 30D | +0.1% | -7.1% | +7.1% | +5.3% |
| 3M | +2.4% | -7.2% | +9.6% | +7.3% |
| 6M | +24.9% | -1.5% | +26.4% | +25.2% |
| YTD | +19.8% | +3.5% | +16.3% | +14.6% |
| 1Y | +44.9% | +20.3% | +24.5% | +23.1% |
| 3Y | +263.0% | -3.1% | +266.1% | +255.5% |
| 5Y | +129.5% | +2.3% | +127.2% | +109.6% |
| 10Y | +291.6% | +76.3% | +215.3% | +154.9% |
| All | +357.9% | +90.8% | +267.1% | +189.9% |
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