+52.6%
DOCS vs FTV
+33.2%
+19.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +17.4% | +15.7% | +1.7% | +9.2% |
| 3M | +57.4% | +7.5% | +49.8% | +51.8% |
| 6M | +26.5% | +8.5% | +18.1% | +21.0% |
| YTD | -26.6% | +18.8% | -45.4% | -33.7% |
| 1Y | -48.1% | +28.5% | -76.6% | -55.4% |
| 3Y | +52.6% | +34.0% | +18.6% | +13.2% |
| All | +52.6% | +33.2% | +19.5% | +13.2% |
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 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