+4.7%
FTV vs ALC
-16.0%
+20.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -4.5% | -2.1% | -2.4% | -3.6% |
| 30D | -7.1% | -0.1% | -7.0% | -7.1% |
| 3M | -7.2% | +5.9% | -13.1% | -9.7% |
| 6M | -1.5% | -15.9% | +14.4% | +5.4% |
| YTD | +3.5% | -10.1% | +13.6% | +7.3% |
| 1Y | +20.3% | -10.2% | +30.6% | +24.6% |
| 3Y | -3.1% | -13.6% | +10.4% | -0.3% |
| All | +4.7% | -16.0% | +20.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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