+82.5%
FTV vs ARWR
+978.7%
-896.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | -9.5% | -6.5% | -3.1% | -9.0% |
| 3M | -10.9% | +12.7% | -23.6% | -12.3% |
| 6M | -0.6% | +36.2% | -36.8% | -4.3% |
| YTD | +1.4% | +24.5% | -23.0% | -1.6% |
| 1Y | +17.6% | +198.0% | -180.3% | +3.9% |
| 3Y | -3.3% | +176.4% | -179.6% | -17.6% |
| 5Y | -0.1% | +26.6% | -26.7% | -11.6% |
| 10Y | +82.5% | +1,054.1% | -971.6% | +36.4% |
| All | +82.5% | +978.7% | -896.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling