+153.4%
EXC vs FTV
+119.0%
+34.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +10.0% | +15.7% | -5.7% | +5.0% |
| 3M | +1.6% | +7.5% | -5.9% | -0.9% |
| 6M | +3.3% | +8.5% | -5.2% | +0.1% |
| YTD | +7.6% | +18.8% | -11.2% | +0.3% |
| 1Y | +3.5% | +28.5% | -25.1% | -6.2% |
| 3Y | +27.7% | +34.0% | -6.3% | +9.8% |
| 5Y | +41.1% | +12.6% | +28.5% | +28.2% |
| 10Y | +178.2% | +111.4% | +66.8% | +90.1% |
| All | +153.4% | +119.0% | +34.4% | +74.8% |
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