+4.7%
FTV vs ALLE
+13.7%
-9.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -7.1% | -6.8% | -0.3% | -3.7% |
| 3M | -7.2% | +21.0% | -28.2% | -16.5% |
| 6M | -1.5% | +1.1% | -2.6% | -2.8% |
| YTD | +3.5% | -0.5% | +4.0% | +2.6% |
| 1Y | +20.3% | -7.3% | +27.6% | +23.7% |
| 3Y | -3.1% | +42.3% | -45.4% | -23.1% |
| All | +4.7% | +13.7% | -9.0% | -12.7% |
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