+40.9%
DUK vs FTV
-2.3%
+43.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | -0.2% |
| 30D | -2.4% | -11.0% | +8.6% | -1.2% |
| 3M | -3.0% | -8.4% | +5.4% | -2.1% |
| 6M | -6.6% | -2.6% | -4.0% | -6.5% |
| YTD | +4.6% | -0.6% | +5.2% | +4.1% |
| 1Y | +1.2% | +11.0% | -9.7% | -0.8% |
| 3Y | +45.7% | -6.3% | +52.0% | +45.1% |
| All | +40.9% | -2.3% | +43.2% | +34.5% |
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