+159.5%
CI vs FTV
+124.8%
+34.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +4.7% | +17.2% | -12.5% | -2.2% |
| 3M | +5.2% | +8.9% | -3.6% | +1.2% |
| 6M | +3.8% | +11.3% | -7.5% | -1.6% |
| YTD | +9.2% | +21.9% | -12.7% | -1.4% |
| 1Y | +14.3% | +31.6% | -17.3% | -0.3% |
| 3Y | +8.4% | +38.1% | -29.6% | -11.2% |
| 5Y | +50.0% | +15.7% | +34.3% | +31.2% |
| 10Y | +142.2% | +107.5% | +34.7% | +58.7% |
| All | +159.5% | +124.8% | +34.7% | +68.7% |
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 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