+39.3%
FFIV vs FTV
+12.0%
+27.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -8.1% | +0.2% | -8.3% | -8.3% |
| 30D | -33.4% | +15.7% | -49.0% | -38.6% |
| 3M | -24.7% | +7.5% | -32.3% | -28.0% |
| 6M | -8.8% | +8.5% | -17.3% | -13.8% |
| YTD | +21.8% | +18.8% | +3.0% | +8.4% |
| 1Y | +25.3% | +28.5% | -3.2% | +6.3% |
| 3Y | +101.2% | +34.0% | +67.2% | +62.5% |
| All | +39.3% | +12.0% | +27.3% | +20.4% |
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