+289.3%
FN vs FTV
+2.3%
+287.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | -1.7% | -4.5% | +2.8% | +1.3% |
| 30D | -22.0% | -7.1% | -14.9% | -18.1% |
| 3M | -43.0% | -7.2% | -35.8% | -40.6% |
| 6M | -27.7% | -1.5% | -26.2% | -28.2% |
| YTD | -10.5% | +3.5% | -14.0% | -16.3% |
| 1Y | +12.5% | +20.3% | -7.9% | -7.5% |
| 3Y | +153.8% | -3.1% | +156.9% | +148.9% |
| All | +289.3% | +2.3% | +287.0% | +233.7% |
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