+143.3%
FN vs FTV
+12.7%
+130.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.3% | -10.0% | -11.5% |
| 7D | -16.0% | -0.6% | -15.3% | -15.4% |
| 30D | -40.1% | +13.0% | -53.1% | -44.7% |
| 3M | -43.9% | +6.8% | -50.7% | -46.2% |
| 6M | -55.6% | +8.0% | -63.7% | -58.2% |
| YTD | -35.7% | +18.9% | -54.5% | -45.0% |
| 1Y | -39.8% | +30.8% | -70.6% | -52.6% |
| 3Y | +80.3% | +33.4% | +46.9% | +40.8% |
| 5Y | +143.3% | +12.7% | +130.6% | +88.2% |
| All | +143.3% | +12.7% | +130.6% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling