-35.9%
DOW vs FTV
+1.8%
-37.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | +0.1% |
| 7D | -6.0% | -1.3% | -4.7% | -5.4% |
| 30D | -2.7% | -9.5% | +6.8% | +2.5% |
| 3M | -10.5% | -10.9% | +0.4% | -5.9% |
| 6M | -12.4% | -0.6% | -11.8% | -15.0% |
| YTD | +30.0% | +1.4% | +28.6% | +23.8% |
| 1Y | +27.8% | +17.6% | +10.2% | +10.4% |
| 3Y | -34.9% | -3.3% | -31.7% | -37.6% |
| 5Y | -35.9% | -0.1% | -35.7% | -41.6% |
| All | -35.9% | +1.8% | -37.7% | -41.6% |
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