+7.9%
DT vs FTV
+15.4%
-7.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -2.5% | -5.2% | +2.7% | -1.8% |
| 30D | +3.5% | -11.5% | +15.1% | +5.3% |
| 3M | +26.7% | -9.0% | +35.8% | +28.4% |
| 6M | +36.1% | -2.0% | +38.2% | +36.6% |
| YTD | +18.6% | -0.9% | +19.6% | +19.2% |
| 1Y | +7.9% | +14.8% | -6.9% | +3.6% |
| All | +7.9% | +15.4% | -7.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling