+128.5%
FTV vs ARWR
+806.8%
-678.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +18.0% | +4.1% |
| 7D | +0.4% | -17.3% | +17.7% | +2.0% |
| 30D | +17.2% | -21.5% | +38.7% | +19.6% |
| 3M | +8.9% | -43.8% | +52.7% | +14.4% |
| 6M | +11.3% | -32.3% | +43.5% | +14.3% |
| YTD | +21.9% | -25.8% | +47.8% | +23.7% |
| 1Y | +31.6% | +25.5% | +6.0% | +26.1% |
| 3Y | +38.1% | +84.1% | -46.1% | +22.1% |
| 5Y | +15.7% | -39.2% | +54.9% | +9.1% |
| 10Y | +107.5% | +1,072.4% | -964.9% | +64.2% |
| All | +128.5% | +806.8% | -678.3% | +81.2% |
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