-80.3%
FIG vs FTV
+16.0%
-96.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.5% |
| 7D | -16.4% | -0.4% | -16.0% | -16.3% |
| 30D | -2.3% | -8.3% | +6.0% | -0.1% |
| 3M | +7.8% | -7.4% | +15.2% | +9.6% |
| 6M | -21.8% | -1.2% | -20.6% | -23.2% |
| YTD | -39.1% | +2.7% | -41.8% | -40.3% |
| 1Y | -56.6% | +18.4% | -75.1% | -57.4% |
| All | -80.3% | +16.0% | -96.3% | -80.2% |
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