-6.3%
FTV vs BG
+18.0%
-24.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -4.0% | +3.1% | -7.1% | -4.4% |
| 30D | -11.0% | +10.2% | -21.3% | -12.3% |
| 3M | -8.4% | -1.7% | -6.7% | -8.4% |
| 6M | -2.6% | +1.0% | -3.5% | -3.1% |
| YTD | -0.6% | +39.9% | -40.5% | -6.8% |
| 1Y | +11.0% | +53.2% | -42.3% | +2.1% |
| 3Y | -6.3% | +16.3% | -22.6% | -10.6% |
| All | -6.3% | +18.0% | -24.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling