+122.6%
FTV vs ALK
-28.7%
+151.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +0.2% | +9.0% | -8.8% | -2.4% |
| 30D | +15.7% | -1.6% | +17.3% | +15.9% |
| 3M | +7.5% | -23.2% | +30.7% | +15.3% |
| 6M | +8.5% | -3.9% | +12.3% | +7.8% |
| YTD | +18.8% | -22.6% | +41.4% | +23.9% |
| 1Y | +28.5% | -5.3% | +33.9% | +25.5% |
| 3Y | +34.0% | +18.6% | +15.4% | +15.3% |
| 5Y | +12.6% | -34.4% | +47.0% | +14.3% |
| 10Y | +111.4% | -40.8% | +152.2% | +84.1% |
| All | +122.6% | -28.7% | +151.3% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling