+55.8%
DOCS vs FTV
+33.3%
+22.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -2.1% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | +19.4% | +13.0% | +6.4% | +12.3% |
| 3M | +53.4% | +6.8% | +46.6% | +48.5% |
| 6M | +28.8% | +8.0% | +20.7% | +23.3% |
| YTD | -25.1% | +18.9% | -44.0% | -32.4% |
| 1Y | -48.1% | +30.8% | -79.0% | -56.0% |
| All | +55.8% | +33.3% | +22.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling