+17.9%
DG vs FTV
+15.4%
+2.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.9% |
| 7D | -6.3% | -5.2% | -1.1% | -5.6% |
| 30D | +2.4% | -11.5% | +13.9% | +4.2% |
| 3M | +12.4% | -9.0% | +21.5% | +13.7% |
| 6M | -14.9% | -2.0% | -12.9% | -14.9% |
| YTD | -6.1% | -0.9% | -5.1% | -6.7% |
| 1Y | +17.9% | +14.8% | +3.1% | +18.8% |
| All | +17.9% | +15.4% | +2.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling