-32.3%
DG vs FTV
+17.2%
-49.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +8.6% | +18.3% | -9.7% | +5.2% |
| 3M | +15.0% | +10.2% | +4.8% | +12.8% |
| 6M | +32.7% | +12.8% | +19.9% | +29.3% |
| YTD | +5.5% | +23.4% | -17.9% | +0.7% |
| 1Y | +34.6% | +31.4% | +3.2% | +26.8% |
| 3Y | +24.2% | +38.7% | -14.4% | +13.0% |
| 5Y | -32.3% | +18.6% | -50.8% | -39.8% |
| All | -32.3% | +17.2% | -49.5% | -39.8% |
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 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