+883.3%
FTI vs FTV
+17.3%
+866.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +4.3% | +3.9% | +0.4% | +2.4% |
| 30D | -4.7% | +18.7% | -23.3% | -12.5% |
| 3M | -13.5% | +10.0% | -23.5% | -17.8% |
| 6M | -8.7% | +14.6% | -23.3% | -15.6% |
| YTD | +49.0% | +23.4% | +25.6% | +30.5% |
| 1Y | +54.0% | +31.3% | +22.7% | +30.0% |
| 3Y | +211.6% | +39.8% | +171.8% | +150.8% |
| All | +883.3% | +17.3% | +866.0% | +733.2% |
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