+13.5%
FTV vs ARWR
-28.9%
+42.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | +15.7% | -5.4% | +21.1% | +16.4% |
| 3M | +7.5% | -32.2% | +39.8% | +12.3% |
| 6M | +8.5% | -26.5% | +35.0% | +11.4% |
| YTD | +18.8% | -12.4% | +31.2% | +18.6% |
| 1Y | +28.5% | +46.9% | -18.3% | +18.7% |
| 3Y | +34.0% | +116.0% | -82.0% | +9.0% |
| All | +13.5% | -28.9% | +42.4% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling