+5,234.0%
FIX vs FTV
+90.8%
+5,143.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | +6.0% | -4.5% | +10.5% | +9.4% |
| 30D | -7.2% | -7.1% | -0.2% | -2.4% |
| 3M | -15.9% | -7.2% | -8.7% | -12.1% |
| 6M | +12.7% | -1.5% | +14.2% | +12.6% |
| YTD | +72.8% | +3.5% | +69.3% | +62.0% |
| 1Y | +122.9% | +20.3% | +102.5% | +84.8% |
| 3Y | +774.3% | -3.1% | +777.4% | +758.3% |
| 5Y | +2,049.5% | +2.3% | +2,047.1% | +1,896.4% |
| 10Y | +5,821.5% | +76.3% | +5,745.1% | +3,614.5% |
| All | +5,234.0% | +90.8% | +5,143.2% | +3,173.4% |
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