+122.6%
FTV vs ARWR
+971.1%
-848.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.5% |
| 30D | +15.7% | -5.4% | +21.1% | +16.2% |
| 3M | +7.5% | -32.2% | +39.8% | +11.2% |
| 6M | +8.5% | -26.5% | +35.0% | +10.8% |
| YTD | +18.8% | -12.4% | +31.2% | +18.8% |
| 1Y | +28.5% | +46.9% | -18.3% | +21.6% |
| 3Y | +34.0% | +116.0% | -82.0% | +16.9% |
| 5Y | +12.6% | -28.0% | +40.6% | +4.7% |
| 10Y | +111.4% | +923.9% | -812.5% | +64.2% |
| All | +122.6% | +971.1% | -848.5% | +74.1% |
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 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