+75.5%
FDX vs FTV
+19.1%
+56.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -1.4% | -8.3% | +6.9% | +1.4% |
| 3M | -4.5% | -7.4% | +2.9% | -2.3% |
| 6M | +9.4% | -1.2% | +10.6% | +8.9% |
| YTD | +36.0% | +2.7% | +33.3% | +32.4% |
| 1Y | +75.5% | +18.4% | +57.1% | +59.5% |
| All | +75.5% | +19.1% | +56.4% | +59.5% |
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