-80.9%
FIG vs FTV
+14.6%
-95.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.9% |
| 7D | -14.5% | -1.3% | -13.2% | -14.1% |
| 30D | -13.3% | -9.5% | -3.8% | -11.0% |
| 3M | +7.4% | -10.9% | +18.3% | +10.3% |
| 6M | -27.8% | -0.6% | -27.2% | -29.3% |
| YTD | -41.1% | +1.4% | -42.5% | -42.0% |
| 1Y | -58.7% | +17.6% | -76.4% | -58.9% |
| All | -80.9% | +14.6% | -95.5% | -80.8% |
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