+453.5%
COR vs FTV
+90.8%
+362.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.8% | -4.5% | +7.3% | +4.1% |
| 30D | +4.5% | -7.1% | +11.6% | +6.6% |
| 3M | +22.7% | -7.2% | +29.8% | +24.9% |
| 6M | -9.7% | -1.5% | -8.2% | -9.8% |
| YTD | -1.4% | +3.5% | -4.9% | -3.5% |
| 1Y | +13.9% | +20.3% | -6.4% | +6.2% |
| 3Y | +94.0% | -3.1% | +97.1% | +89.4% |
| 5Y | +184.0% | +2.3% | +181.7% | +166.3% |
| 10Y | +406.8% | +76.3% | +330.4% | +335.4% |
| All | +453.5% | +90.8% | +362.7% | +374.2% |
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