+92.5%
FTV vs BG
+184.9%
-92.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -2.0% |
| 7D | -0.4% | +2.4% | -2.7% | -1.1% |
| 30D | -8.3% | +15.0% | -23.3% | -12.2% |
| 3M | -7.4% | -0.7% | -6.7% | -7.7% |
| 6M | -1.2% | +7.5% | -8.7% | -4.2% |
| YTD | +2.7% | +41.6% | -38.9% | -8.6% |
| 1Y | +18.4% | +50.7% | -32.2% | +2.8% |
| 3Y | -2.0% | +20.3% | -22.3% | -10.4% |
| 5Y | +3.4% | +85.2% | -81.8% | -21.0% |
| 10Y | +78.5% | +160.6% | -82.1% | +4.9% |
| All | +92.5% | +184.9% | -92.4% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling