+485.2%
COR vs FTV
+127.5%
+357.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +7.6% | +18.3% | -10.7% | +2.6% |
| 3M | +5.0% | +10.2% | -5.2% | +2.0% |
| 6M | +35.3% | +12.8% | +22.5% | +30.3% |
| YTD | +4.2% | +23.4% | -19.2% | -3.0% |
| 1Y | -3.4% | +31.4% | -34.9% | -11.9% |
| 3Y | +81.1% | +38.7% | +42.5% | +57.5% |
| 5Y | +195.8% | +18.6% | +177.2% | +167.3% |
| 10Y | +493.6% | +110.1% | +383.4% | +361.0% |
| All | +485.2% | +127.5% | +357.7% | +376.9% |
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