+3,270.3%
FIX vs FTV
+119.0%
+3,151.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -17.5% | +0.2% | -17.7% | -17.7% |
| 30D | -41.6% | +15.7% | -57.2% | -47.5% |
| 3M | -40.6% | +7.5% | -48.1% | -43.9% |
| 6M | -49.4% | +8.5% | -57.8% | -52.8% |
| YTD | +9.2% | +18.8% | -9.6% | -7.6% |
| 1Y | +6.5% | +28.5% | -22.1% | -15.5% |
| 3Y | +448.7% | +34.0% | +414.7% | +324.0% |
| 5Y | +948.7% | +12.6% | +936.1% | +808.2% |
| 10Y | +3,659.7% | +111.4% | +3,548.3% | +2,024.8% |
| All | +3,270.3% | +119.0% | +3,151.3% | +1,767.6% |
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