+93.9%
FTV vs ALK
-23.0%
+116.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -7.1% | -19.2% | +12.2% | -1.3% |
| 3M | -7.2% | -1.5% | -5.6% | -7.6% |
| 6M | -1.5% | -13.1% | +11.5% | +0.3% |
| YTD | +3.5% | -16.4% | +19.9% | +6.0% |
| 1Y | +20.3% | -33.1% | +53.4% | +31.0% |
| 3Y | -3.1% | +0.6% | -3.7% | -11.5% |
| 5Y | +2.3% | -26.4% | +28.7% | +0.4% |
| 10Y | +76.3% | -34.2% | +110.5% | +50.0% |
| All | +93.9% | -23.0% | +116.9% | +61.5% |
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 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