-20.2%
DOW vs FTV
+39.2%
-59.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +5.2% | +3.9% | +1.3% | +3.2% |
| 30D | +13.2% | +18.7% | -5.5% | +3.3% |
| 3M | +10.1% | +10.0% | +0.1% | +4.3% |
| 6M | -13.1% | +14.6% | -27.6% | -21.0% |
| YTD | +46.1% | +23.4% | +22.7% | +23.2% |
| 1Y | +50.0% | +31.3% | +18.7% | +20.5% |
| 3Y | -20.2% | +39.8% | -60.0% | -41.7% |
| All | -20.2% | +39.2% | -59.4% | -41.7% |
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