+1,039.9%
FN vs FTV
+90.8%
+949.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | -1.7% | -4.5% | +2.8% | +1.1% |
| 30D | -22.0% | -7.1% | -14.9% | -18.4% |
| 3M | -43.0% | -7.2% | -35.8% | -40.8% |
| 6M | -27.7% | -1.5% | -26.2% | -28.1% |
| YTD | -10.5% | +3.5% | -14.0% | -15.4% |
| 1Y | +12.5% | +20.3% | -7.9% | -4.2% |
| 3Y | +153.8% | -3.1% | +156.9% | +150.5% |
| 5Y | +288.0% | +2.3% | +285.7% | +265.0% |
| 10Y | +906.4% | +76.3% | +830.1% | +595.6% |
| All | +1,039.9% | +90.8% | +949.1% | +656.4% |
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