+0.4%
DOW vs FTV
+33.5%
-33.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +3.7% | +3.7% | -0.1% | +1.1% |
| 30D | +16.3% | +16.8% | -0.6% | +4.5% |
| 3M | +9.7% | +10.4% | -0.7% | +2.0% |
| 6M | -14.1% | +12.8% | -26.9% | -22.7% |
| YTD | +46.6% | +23.3% | +23.3% | +21.5% |
| 1Y | +56.8% | +31.0% | +25.9% | +24.5% |
| 3Y | -20.4% | +38.6% | -58.9% | -40.1% |
| 5Y | -27.4% | +17.6% | -45.0% | -39.8% |
| All | +0.4% | +33.5% | -33.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling