+924.9%
DE vs FTV
+90.8%
+834.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.5% |
| 7D | +10.0% | -4.5% | +14.5% | +12.9% |
| 30D | +13.3% | -7.1% | +20.4% | +18.2% |
| 3M | +17.5% | -7.2% | +24.7% | +22.5% |
| 6M | +13.6% | -1.5% | +15.1% | +14.0% |
| YTD | +49.8% | +3.5% | +46.3% | +44.6% |
| 1Y | +47.9% | +20.3% | +27.5% | +29.6% |
| 3Y | +72.5% | -3.1% | +75.6% | +68.7% |
| 5Y | +90.2% | +2.3% | +87.9% | +75.7% |
| 10Y | +865.4% | +76.3% | +789.1% | +588.8% |
| All | +924.9% | +90.8% | +834.1% | +613.0% |
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