+110.0%
DUK vs FTV
+87.0%
+23.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | +0.2% | -9.5% | +9.8% | +2.5% |
| 3M | -1.9% | -10.9% | +9.0% | +0.5% |
| 6M | -6.5% | -0.6% | -5.9% | -6.9% |
| YTD | +5.4% | +1.4% | +4.0% | +4.1% |
| 1Y | +3.6% | +17.6% | -14.1% | -1.7% |
| 3Y | +48.1% | -3.3% | +51.4% | +45.2% |
| 5Y | +39.6% | -0.1% | +39.7% | +33.5% |
| 10Y | +131.8% | +82.5% | +49.3% | +77.5% |
| All | +110.0% | +87.0% | +23.0% | +61.1% |
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