+68.9%
DG vs FTV
+126.9%
-58.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | +5.2% | +1.4% | +3.8% | +4.9% |
| 30D | +7.9% | +18.3% | -10.4% | +3.9% |
| 3M | +12.7% | +9.8% | +2.9% | +10.3% |
| 6M | +22.4% | +12.3% | +10.1% | +18.9% |
| YTD | +5.4% | +23.1% | -17.7% | -0.1% |
| 1Y | +39.4% | +32.5% | +6.9% | +29.8% |
| 3Y | +24.1% | +38.3% | -14.2% | +12.3% |
| 5Y | -32.2% | +16.8% | -49.0% | -37.0% |
| 10Y | +111.8% | +106.6% | +5.2% | +65.0% |
| All | +68.9% | +126.9% | -58.0% | +29.6% |
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