-10.8%
DOW vs FTV
+12.0%
-22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | -2.4% | -4.5% | +2.1% | +0.5% |
| 30D | +0.4% | -7.1% | +7.4% | +5.2% |
| 3M | -14.4% | -7.2% | -7.2% | -11.6% |
| 6M | -7.0% | -1.5% | -5.5% | -9.1% |
| YTD | +30.2% | +3.5% | +26.7% | +21.9% |
| 1Y | +29.2% | +20.3% | +8.9% | +8.3% |
| 3Y | -36.7% | -3.1% | -33.6% | -38.8% |
| 5Y | -37.7% | +2.3% | -40.0% | -43.4% |
| All | -10.8% | +12.0% | -22.8% | -21.9% |
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