+30.7%
D vs FTV
+90.8%
-60.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.4% | -4.5% | +4.9% | +1.6% |
| 30D | -3.6% | -7.1% | +3.5% | -1.8% |
| 3M | -1.0% | -7.2% | +6.2% | +0.6% |
| 6M | +6.3% | -1.5% | +7.8% | +6.1% |
| YTD | +14.7% | +3.5% | +11.2% | +12.6% |
| 1Y | +16.9% | +20.3% | -3.4% | +10.0% |
| 3Y | +56.8% | -3.1% | +59.9% | +53.9% |
| 5Y | +5.2% | +2.3% | +2.9% | +0.2% |
| 10Y | +35.9% | +76.3% | -40.5% | +5.5% |
| All | +30.7% | +90.8% | -60.1% | +1.7% |
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