-15.8%
F vs FTV
+12.0%
-27.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | +0.2% | +1.3% | +1.4% |
| 30D | +2.6% | +15.7% | -13.0% | -6.5% |
| 3M | -8.8% | +7.5% | -16.3% | -13.2% |
| 6M | +4.6% | +8.5% | -3.8% | -2.2% |
| YTD | -1.9% | +18.8% | -20.7% | -15.4% |
| 1Y | -0.8% | +28.5% | -29.3% | -19.5% |
| 3Y | +43.5% | +34.0% | +9.5% | +8.2% |
| All | -15.8% | +12.0% | -27.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling