-28.8%
DT vs FTV
+3.1%
-31.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | +2.7% | -8.3% | +11.0% | +7.9% |
| 3M | +20.0% | -7.4% | +27.4% | +24.5% |
| 6M | +28.0% | -1.2% | +29.2% | +27.2% |
| YTD | +16.0% | +2.7% | +13.3% | +11.2% |
| 1Y | +0.7% | +18.4% | -17.7% | -12.9% |
| 3Y | +6.2% | -2.0% | +8.2% | +2.1% |
| All | -28.8% | +3.1% | -31.9% | -38.5% |
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