-1.9%
FTV vs BG
+88.4%
-90.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -5.2% | +3.7% | -8.9% | -5.9% |
| 30D | -11.5% | +12.3% | -23.9% | -13.6% |
| 3M | -9.0% | -2.2% | -6.8% | -8.9% |
| 6M | -2.0% | +5.3% | -7.4% | -3.6% |
| YTD | -0.9% | +42.4% | -43.3% | -9.0% |
| 1Y | +14.8% | +55.2% | -40.4% | +3.1% |
| 3Y | -5.5% | +21.0% | -26.5% | -11.3% |
| 5Y | -1.9% | +87.1% | -89.0% | -19.4% |
| All | -1.9% | +88.4% | -90.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling