+3.4%
FTV vs BB
-27.1%
+30.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -8.3% | -12.4% | +4.0% | -6.7% |
| 3M | -7.4% | -15.3% | +7.9% | -6.5% |
| 6M | -1.2% | +128.8% | -130.0% | -16.4% |
| YTD | +2.7% | +107.7% | -105.0% | -11.8% |
| 1Y | +18.4% | +103.9% | -85.4% | +1.2% |
| 3Y | -2.0% | +72.6% | -74.6% | -18.0% |
| 5Y | +3.4% | -24.3% | +27.7% | -4.8% |
| All | +3.4% | -27.1% | +30.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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