+19.2%
D vs FTV
+19.1%
0.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -0.7% | -8.3% | +7.6% | -0.3% |
| 3M | +2.1% | -7.4% | +9.5% | +2.4% |
| 6M | +6.8% | -1.2% | +8.0% | +6.7% |
| YTD | +16.5% | +2.7% | +13.8% | +15.5% |
| 1Y | +19.2% | +18.4% | +0.7% | +16.0% |
| All | +19.2% | +19.1% | 0.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling