+12.8%
FTV vs BB
+46.4%
-33.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.2% |
| 7D | -0.7% | +7.3% | -8.0% | -0.9% |
| 30D | +18.3% | +11.2% | +7.1% | +17.8% |
| 3M | +10.2% | +4.7% | +5.5% | +9.8% |
| 6M | +12.8% | +51.1% | -38.3% | +8.8% |
| All | +12.8% | +46.4% | -33.6% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling