+34.0%
FTV vs ACGL
+31.5%
+2.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.7% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +15.7% | +13.7% | +1.9% | +11.9% |
| 3M | +7.5% | +8.0% | -0.5% | +5.3% |
| 6M | +8.5% | +13.3% | -4.8% | +5.0% |
| YTD | +18.8% | +11.8% | +6.9% | +15.2% |
| 1Y | +28.5% | +22.2% | +6.3% | +22.0% |
| 3Y | +34.0% | +32.5% | +1.5% | +28.9% |
| All | +34.0% | +31.5% | +2.5% | +28.9% |
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