+107.9%
FN vs FTV
+38.5%
+69.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -28.3% | +18.3% | -46.6% | -34.6% |
| 3M | -33.9% | +9.8% | -43.7% | -37.1% |
| 6M | -43.9% | +12.3% | -56.2% | -47.7% |
| YTD | -23.4% | +23.1% | -46.5% | -34.9% |
| 1Y | -25.4% | +32.5% | -57.9% | -40.6% |
| 3Y | +107.9% | +38.3% | +69.6% | +62.3% |
| All | +107.9% | +38.5% | +69.4% | +62.3% |
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 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