+33.1%
FTV vs ABCL
-79.5%
+112.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +2.3% |
| 7D | +0.4% | +12.4% | -12.0% | -0.5% |
| 30D | +17.2% | -0.4% | +17.5% | +17.0% |
| 3M | +8.9% | +80.4% | -71.5% | +3.3% |
| 6M | +11.3% | +138.5% | -127.3% | +2.3% |
| YTD | +21.9% | +265.5% | -243.6% | +7.3% |
| 1Y | +31.6% | +219.7% | -188.1% | +16.9% |
| 3Y | +38.1% | +209.4% | -171.3% | +18.0% |
| 5Y | +15.7% | -15.0% | +30.7% | +3.6% |
| All | +33.1% | -79.5% | +112.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling