+125.4%
FIX vs FTV
+20.0%
+105.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +6.0% | -4.5% | +10.5% | +6.3% |
| 30D | -7.2% | -7.1% | -0.2% | -7.0% |
| 3M | -15.9% | -7.2% | -8.7% | -15.1% |
| 6M | +12.7% | -1.5% | +14.2% | +12.9% |
| YTD | +72.8% | +3.5% | +69.3% | +76.4% |
| All | +125.4% | +20.0% | +105.4% | +116.9% |
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