+74.1%
FDX vs FTV
+39.2%
+34.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.2% | +3.9% | +1.3% | +3.1% |
| 30D | +11.3% | +18.7% | -7.4% | +1.8% |
| 3M | -4.1% | +10.0% | -14.1% | -8.9% |
| 6M | +9.6% | +14.6% | -4.9% | +1.4% |
| YTD | +40.9% | +23.4% | +17.5% | +23.1% |
| 1Y | +53.0% | +31.3% | +21.7% | +28.4% |
| 3Y | +74.1% | +39.8% | +34.3% | +37.3% |
| All | +74.1% | +39.2% | +34.9% | +37.3% |
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