+36.1%
D vs FTV
+119.0%
-82.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +11.5% | +15.7% | -4.2% | +7.5% |
| 3M | +3.7% | +7.5% | -3.8% | +1.7% |
| 6M | +13.5% | +8.5% | +5.1% | +10.8% |
| YTD | +20.7% | +18.8% | +1.9% | +14.3% |
| 1Y | +18.2% | +28.5% | -10.3% | +9.5% |
| 3Y | +73.3% | +34.0% | +39.3% | +55.5% |
| 5Y | +12.3% | +12.6% | -0.3% | +4.6% |
| 10Y | +43.4% | +111.4% | -68.0% | +7.1% |
| All | +36.1% | +119.0% | -82.9% | +2.3% |
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