+71.9%
F vs FTV
+119.0%
-47.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -8.8% | +7.5% | -16.3% | -13.4% |
| 6M | +4.6% | +8.5% | -3.8% | -2.3% |
| YTD | -1.9% | +18.8% | -20.7% | -15.2% |
| 1Y | -0.8% | +28.5% | -29.3% | -18.9% |
| 3Y | +43.5% | +34.0% | +9.5% | +11.5% |
| 5Y | -12.1% | +12.6% | -24.7% | -23.9% |
| 10Y | +83.6% | +111.4% | -27.8% | +5.3% |
| All | +71.9% | +119.0% | -47.1% | -3.4% |
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 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