+4.7%
FIX vs FTV
+27.9%
-23.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -17.5% | +0.2% | -17.7% | -17.3% |
| 30D | -41.6% | +15.7% | -57.2% | -41.6% |
| 3M | -40.6% | +7.5% | -48.1% | -40.6% |
| 6M | -49.4% | +8.5% | -57.8% | -49.0% |
| YTD | +9.2% | +18.8% | -9.6% | +12.5% |
| All | +4.7% | +27.9% | -23.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling