-3.5%
F vs FTV
+32.8%
-36.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | +3.3% | +18.3% | -15.0% | +0.3% |
| 3M | -11.3% | +10.2% | -21.5% | -12.9% |
| 6M | +5.3% | +12.8% | -7.5% | +2.9% |
| YTD | -2.2% | +23.4% | -25.6% | -8.0% |
| 1Y | -3.5% | +31.4% | -35.0% | -13.6% |
| All | -3.5% | +32.8% | -36.4% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling