+519.9%
FIX vs FTV
+39.1%
+480.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | +6.4% | -0.7% | +7.1% | +7.1% |
| 30D | -29.1% | +18.3% | -47.4% | -35.6% |
| 3M | -31.1% | +10.2% | -41.4% | -34.9% |
| 6M | -42.8% | +12.8% | -55.6% | -47.0% |
| YTD | +24.6% | +23.4% | +1.3% | +6.0% |
| 1Y | +21.9% | +31.4% | -9.5% | -2.2% |
| All | +519.9% | +39.1% | +480.7% | +371.2% |
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