+102.0%
FTI vs FTV
+21.5%
+80.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +5.3% | -4.6% | +9.9% | +5.8% |
| 30D | +15.3% | -7.2% | +22.5% | +16.2% |
| 3M | +15.8% | -7.3% | +23.0% | +16.4% |
| 6M | +22.6% | -1.6% | +24.2% | +22.0% |
| YTD | +79.5% | +3.3% | +76.2% | +76.9% |
| 1Y | +102.0% | +20.2% | +81.8% | +91.5% |
| All | +102.0% | +21.5% | +80.5% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling