+122.6%
FTV vs ALLE
+206.0%
-83.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | +15.7% | +25.3% | -9.7% | +1.9% |
| 3M | +7.5% | +10.3% | -2.8% | +1.5% |
| 6M | +8.5% | +38.0% | -29.6% | -10.1% |
| YTD | +18.8% | +17.8% | +1.0% | +6.8% |
| 1Y | +28.5% | +13.6% | +14.9% | +17.9% |
| 3Y | +34.0% | +89.2% | -55.2% | -10.0% |
| 5Y | +12.6% | +51.1% | -38.5% | -15.7% |
| 10Y | +111.4% | +228.1% | -116.7% | +2.5% |
| All | +122.6% | +206.0% | -83.4% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling