+45.8%
F vs FTV
+39.1%
+6.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +3.7% | -7.6% | -5.5% |
| 30D | -0.5% | +16.8% | -17.3% | -7.3% |
| 3M | -12.9% | +10.4% | -23.3% | -16.9% |
| 6M | +1.5% | +12.8% | -11.3% | -4.8% |
| YTD | -5.0% | +23.3% | -28.3% | -16.3% |
| 1Y | -7.3% | +31.0% | -38.3% | -21.4% |
| All | +45.8% | +39.1% | +6.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling