+63.6%
DIA vs FTV
+1.8%
+61.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.2% | -1.3% | 0.0% | -0.7% |
| 30D | -2.7% | -9.5% | +6.8% | +1.2% |
| 3M | +3.3% | -10.9% | +14.2% | +7.8% |
| 6M | +10.4% | -0.6% | +11.1% | +9.9% |
| YTD | +10.0% | +1.4% | +8.6% | +7.8% |
| 1Y | +16.2% | +17.6% | -1.5% | +6.4% |
| 3Y | +58.7% | -3.3% | +62.0% | +55.8% |
| 5Y | +63.6% | -0.1% | +63.7% | +52.2% |
| All | +63.6% | +1.8% | +61.7% | +52.2% |
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