+195.6%
FDX vs FTV
+119.0%
+76.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | +6.6% | +15.7% | -9.1% | -2.2% |
| 3M | -2.1% | +7.5% | -9.6% | -6.4% |
| 6M | +2.2% | +8.5% | -6.3% | -3.4% |
| YTD | +33.9% | +18.8% | +15.1% | +18.4% |
| 1Y | +50.2% | +28.5% | +21.7% | +26.5% |
| 3Y | +65.5% | +34.0% | +31.5% | +34.3% |
| 5Y | +74.1% | +12.6% | +61.5% | +54.0% |
| 10Y | +156.7% | +111.4% | +45.3% | +69.1% |
| All | +195.6% | +119.0% | +76.6% | +93.1% |
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