+5.9%
CI vs FTV
-0.9%
+6.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -4.5% | +5.8% | +1.9% |
| 30D | +4.4% | -7.1% | +11.5% | +5.4% |
| 3M | +0.7% | -7.2% | +7.8% | +1.5% |
| 6M | +0.3% | -1.5% | +1.8% | +0.4% |
| YTD | +3.8% | +3.5% | +0.3% | +2.9% |
| 1Y | -5.5% | +20.3% | -25.8% | -8.4% |
| All | +5.9% | -0.9% | +6.8% | +1.7% |
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