+180.5%
COR vs FTV
+4.3%
+176.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | +1.5% | -8.3% | +9.8% | +2.5% |
| 3M | +18.7% | -7.4% | +26.1% | +19.6% |
| 6M | -9.0% | -1.2% | -7.8% | -9.0% |
| YTD | -3.3% | +2.7% | -6.0% | -3.8% |
| 1Y | +9.8% | +18.4% | -8.6% | +7.0% |
| 3Y | +87.4% | -2.0% | +89.4% | +86.4% |
| 5Y | +180.5% | +3.4% | +177.1% | +164.8% |
| All | +180.5% | +4.3% | +176.2% | +164.8% |
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