-73.2%
DOCS vs FTV
+2.3%
-75.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.1% |
| 7D | -1.4% | -4.5% | +3.1% | +1.8% |
| 30D | +21.8% | -7.1% | +28.9% | +28.4% |
| 3M | +27.3% | -7.2% | +34.5% | +33.3% |
| 6M | -0.3% | -1.5% | +1.2% | -0.5% |
| YTD | -40.5% | +3.5% | -44.0% | -43.4% |
| 1Y | -61.5% | +20.3% | -81.9% | -67.6% |
| 3Y | +8.2% | -3.1% | +11.3% | +5.6% |
| All | -73.2% | +2.3% | -75.5% | -78.1% |
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 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