+93.9%
FTV vs BB
+14.1%
+79.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -5.6% | +1.1% | -3.8% |
| 30D | -7.1% | -11.8% | +4.7% | -5.7% |
| 3M | -7.2% | -25.5% | +18.4% | -4.7% |
| 6M | -1.5% | +121.3% | -122.8% | -13.4% |
| YTD | +3.5% | +103.2% | -99.7% | -8.0% |
| 1Y | +20.3% | +102.6% | -82.3% | +6.4% |
| 3Y | -3.1% | +37.5% | -40.6% | -13.5% |
| 5Y | +2.3% | -30.4% | +32.8% | -3.8% |
| 10Y | +76.3% | 0.0% | +76.3% | +29.0% |
| All | +93.9% | +14.1% | +79.8% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling