+18.0%
FTV vs ALLE
+51.6%
-33.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +3.9% | +3.6% | +0.3% | +2.0% |
| 30D | +18.7% | +25.9% | -7.2% | +5.0% |
| 3M | +10.0% | +15.8% | -5.7% | +1.7% |
| 6M | +14.6% | +48.1% | -33.5% | -7.6% |
| YTD | +23.4% | +22.0% | +1.5% | +9.7% |
| 1Y | +31.3% | +18.0% | +13.3% | +18.8% |
| 3Y | +39.8% | +93.1% | -53.3% | -6.7% |
| All | +18.0% | +51.6% | -33.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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