+39.8%
FTV vs ACGL
+33.8%
+6.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.9% | +2.2% | +1.7% | +3.3% |
| 30D | +18.7% | +12.3% | +6.4% | +15.1% |
| 3M | +10.0% | +11.8% | -1.8% | +6.8% |
| 6M | +14.6% | +17.5% | -2.9% | +9.9% |
| YTD | +23.4% | +14.3% | +9.2% | +19.0% |
| 1Y | +31.3% | +18.2% | +13.1% | +25.6% |
| 3Y | +39.8% | +33.2% | +6.6% | +33.9% |
| All | +39.8% | +33.8% | +6.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling