+8.2%
FTV vs ALC
+24.0%
-15.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -4.5% | -2.1% | -2.4% | -3.5% |
| 30D | -7.1% | -0.1% | -7.0% | -7.2% |
| 3M | -7.2% | +5.9% | -13.1% | -10.0% |
| 6M | -1.5% | -15.9% | +14.4% | +6.1% |
| YTD | +3.5% | -10.1% | +13.6% | +7.6% |
| 1Y | +20.3% | -10.2% | +30.6% | +24.9% |
| 3Y | -3.1% | -13.6% | +10.4% | -0.3% |
| 5Y | +2.3% | -15.1% | +17.5% | +4.3% |
| All | +8.2% | +24.0% | -15.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling