+131.2%
FTV vs BB
+39.3%
+91.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.1% |
| 7D | -0.7% | +7.3% | -8.0% | -1.5% |
| 30D | +18.3% | +11.2% | +7.1% | +16.4% |
| 3M | +10.2% | +4.7% | +5.5% | +8.8% |
| 6M | +12.8% | +51.1% | -38.3% | +4.5% |
| YTD | +23.4% | +148.0% | -124.6% | +6.4% |
| 1Y | +31.4% | +106.1% | -74.7% | +15.9% |
| 3Y | +38.7% | +158.2% | -119.6% | +14.1% |
| 5Y | +18.6% | -10.8% | +29.4% | +7.9% |
| 10Y | +110.1% | +29.3% | +80.8% | +47.2% |
| All | +131.2% | +39.3% | +91.9% | +63.2% |
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