-25.8%
COMP vs FTV
+12.1%
-37.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -3.4% |
| 7D | -1.8% | -0.6% | -1.2% | -0.7% |
| 30D | -0.8% | +13.0% | -13.8% | -13.4% |
| 3M | -28.1% | +6.8% | -34.9% | -33.5% |
| 6M | +27.0% | +8.0% | +19.0% | +14.8% |
| YTD | -12.8% | +18.9% | -31.7% | -30.3% |
| 1Y | +4.9% | +30.8% | -25.9% | -26.0% |
| 3Y | +321.0% | +33.4% | +287.6% | +171.1% |
| All | -25.8% | +12.1% | -37.9% | -49.6% |
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 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