+131.1%
FTV vs BB
+35.1%
+96.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +3.7% | +9.0% | -5.2% | +2.6% |
| 30D | +16.8% | +7.7% | +9.2% | +15.4% |
| 3M | +10.4% | +4.0% | +6.4% | +9.1% |
| 6M | +12.8% | +46.6% | -33.8% | +4.9% |
| YTD | +23.3% | +140.6% | -117.3% | +6.7% |
| 1Y | +31.0% | +103.1% | -72.1% | +15.7% |
| 3Y | +38.6% | +150.5% | -112.0% | +14.5% |
| 5Y | +17.6% | -15.4% | +33.0% | +7.6% |
| 10Y | +110.0% | +25.4% | +84.6% | +47.6% |
| All | +131.1% | +35.1% | +96.0% | +63.7% |
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