+63.1%
DG vs FTV
+90.8%
-27.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | -4.5% | +12.9% | +9.5% |
| 30D | +4.9% | -7.1% | +12.0% | +6.6% |
| 3M | +29.3% | -7.2% | +36.5% | +31.2% |
| 6M | -11.3% | -1.5% | -9.8% | -11.3% |
| YTD | +1.8% | +3.5% | -1.7% | +0.3% |
| 1Y | +25.3% | +20.3% | +5.0% | +19.1% |
| 3Y | +9.1% | -3.1% | +12.2% | +7.6% |
| 5Y | -34.9% | +2.3% | -37.2% | -37.8% |
| 10Y | +108.2% | +76.3% | +31.8% | +67.0% |
| All | +63.1% | +90.8% | -27.7% | +30.1% |
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