+93.9%
FTV vs ARWR
+1,490.1%
-1,396.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.5% | +1.7% | -6.2% | -4.6% |
| 30D | -7.1% | -0.7% | -6.4% | -7.0% |
| 3M | -7.2% | +14.9% | -22.0% | -8.7% |
| 6M | -1.5% | +32.6% | -34.1% | -4.8% |
| YTD | +3.5% | +30.0% | -26.6% | 0.0% |
| 1Y | +20.3% | +208.4% | -188.0% | +6.1% |
| 3Y | -3.1% | +208.8% | -211.9% | -18.2% |
| 5Y | +2.3% | +27.8% | -25.5% | -9.5% |
| 10Y | +76.3% | +1,107.6% | -1,031.2% | +33.3% |
| All | +93.9% | +1,490.1% | -1,396.1% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling