+7.8%
D vs FTV
+2.3%
+5.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | -4.5% | +5.9% | +2.3% |
| 30D | -2.6% | -7.1% | +4.5% | -1.3% |
| 3M | 0.0% | -7.2% | +7.2% | +1.2% |
| 6M | +7.4% | -1.5% | +8.9% | +7.2% |
| YTD | +15.9% | +3.5% | +12.4% | +14.2% |
| 1Y | +18.1% | +20.3% | -2.2% | +12.5% |
| 3Y | +58.4% | -3.1% | +61.5% | +55.9% |
| All | +7.8% | +2.3% | +5.4% | +2.9% |
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 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