+39.8%
FTV vs ALK
+13.2%
+26.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +3.9% | -1.2% | +5.1% | +4.1% |
| 30D | +18.7% | +7.7% | +11.0% | +16.5% |
| 3M | +10.0% | -19.0% | +29.0% | +14.6% |
| 6M | +14.6% | -0.2% | +14.8% | +13.1% |
| YTD | +23.4% | -23.5% | +46.9% | +28.0% |
| 1Y | +31.3% | -9.1% | +40.4% | +30.2% |
| 3Y | +39.8% | +12.0% | +27.8% | +33.5% |
| All | +39.8% | +13.2% | +26.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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