-8.7%
COMP vs FTV
+17.3%
-26.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | 0.0% | +3.9% | -3.9% | -4.2% |
| 30D | +16.6% | +18.7% | -2.1% | -3.5% |
| 3M | -23.5% | +10.0% | -33.5% | -31.5% |
| 6M | +25.7% | +14.6% | +11.2% | +6.6% |
| YTD | -3.4% | +23.4% | -26.8% | -25.9% |
| 1Y | +7.6% | +31.3% | -23.7% | -24.0% |
| 3Y | +423.6% | +39.8% | +383.8% | +218.8% |
| All | -8.7% | +17.3% | -26.0% | -40.5% |
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