+247.1%
FFIV vs FTV
+90.8%
+156.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | -1.0% | -4.5% | +3.5% | +1.3% |
| 30D | -5.1% | -7.1% | +2.0% | -1.6% |
| 3M | -4.5% | -7.2% | +2.7% | -1.4% |
| 6M | +36.5% | -1.5% | +38.0% | +36.4% |
| YTD | +53.0% | +3.5% | +49.5% | +48.1% |
| 1Y | +24.2% | +20.3% | +3.9% | +11.0% |
| 3Y | +137.2% | -3.1% | +140.3% | +133.4% |
| 5Y | +91.8% | +2.3% | +89.4% | +80.6% |
| 10Y | +215.2% | +76.3% | +138.9% | +135.2% |
| All | +247.1% | +90.8% | +156.3% | +156.3% |
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 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