+142.4%
EXC vs FTV
+90.8%
+51.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | -4.5% | +4.8% | +1.7% |
| 30D | -3.7% | -7.1% | +3.3% | -1.5% |
| 3M | -1.3% | -7.2% | +5.9% | +0.7% |
| 6M | -9.7% | -1.5% | -8.2% | -9.8% |
| YTD | +2.9% | +3.5% | -0.6% | +0.4% |
| 1Y | +4.4% | +20.3% | -16.0% | -3.7% |
| 3Y | +22.2% | -3.1% | +25.3% | +18.7% |
| 5Y | +46.7% | +2.3% | +44.4% | +36.5% |
| 10Y | +155.3% | +76.3% | +79.0% | +82.8% |
| All | +142.4% | +90.8% | +51.6% | +74.9% |
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