+68.1%
DD vs FTV
+18.0%
+50.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +6.7% | +3.7% | +3.0% | +4.3% |
| 30D | +19.4% | +16.8% | +2.6% | +7.7% |
| 3M | +7.6% | +10.4% | -2.8% | +0.6% |
| 6M | +2.9% | +12.8% | -9.9% | -5.8% |
| YTD | +29.9% | +23.3% | +6.6% | +10.3% |
| 1Y | +28.6% | +31.0% | -2.3% | +4.5% |
| 3Y | +90.0% | +38.6% | +51.4% | +45.0% |
| 5Y | +68.1% | +17.6% | +50.6% | +38.5% |
| All | +68.1% | +18.0% | +50.2% | +38.5% |
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