+366.7%
FITB vs FTV
+127.6%
+239.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +3.9% | -1.1% | -0.2% |
| 30D | +9.8% | +18.7% | -8.9% | -3.8% |
| 3M | -5.2% | +10.0% | -15.2% | -12.2% |
| 6M | +17.3% | +14.6% | +2.8% | +4.5% |
| YTD | +19.3% | +23.4% | -4.1% | -1.3% |
| 1Y | +32.7% | +31.3% | +1.4% | +4.5% |
| 3Y | +141.6% | +39.8% | +101.8% | +75.4% |
| 5Y | +48.9% | +17.7% | +31.2% | +22.3% |
| 10Y | +216.5% | +110.2% | +106.3% | +76.3% |
| All | +366.7% | +127.6% | +239.1% | +155.2% |
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 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