+35.4%
D vs FTV
+124.8%
-89.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +10.7% | +17.2% | -6.5% | +6.3% |
| 3M | +2.3% | +8.9% | -6.6% | 0.0% |
| 6M | +12.5% | +11.3% | +1.2% | +9.0% |
| YTD | +20.1% | +21.9% | -1.8% | +13.0% |
| 1Y | +15.6% | +31.6% | -16.0% | +6.4% |
| 3Y | +75.2% | +38.1% | +37.1% | +55.9% |
| 5Y | +14.6% | +15.7% | -1.1% | +6.0% |
| 10Y | +43.8% | +107.5% | -63.7% | +7.4% |
| All | +35.4% | +124.8% | -89.4% | +1.0% |
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 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