+108.4%
FTV vs ARWR
+1,009.4%
-901.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.4% |
| 7D | +3.7% | -17.9% | +21.7% | +5.5% |
| 30D | +16.8% | -18.9% | +35.7% | +19.0% |
| 3M | +10.4% | -46.0% | +56.3% | +16.7% |
| 6M | +12.8% | -40.3% | +53.2% | +17.6% |
| YTD | +23.3% | -29.0% | +52.3% | +25.6% |
| 1Y | +31.0% | +13.8% | +17.1% | +26.5% |
| 3Y | +38.6% | +74.9% | -36.3% | +22.4% |
| 5Y | +17.6% | -36.2% | +53.8% | +10.3% |
| All | +108.4% | +1,009.4% | -901.0% | +62.0% |
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