+93.9%
FTV vs BR
+218.0%
-124.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.8% |
| 7D | -4.5% | -5.3% | +0.8% | -1.7% |
| 30D | -7.1% | +6.4% | -13.5% | -10.3% |
| 3M | -7.2% | +13.6% | -20.8% | -13.9% |
| 6M | -1.5% | -6.7% | +5.2% | +1.0% |
| YTD | +3.5% | -21.1% | +24.6% | +16.1% |
| 1Y | +20.3% | -29.6% | +49.9% | +43.9% |
| 3Y | -3.1% | -2.4% | -0.7% | -4.9% |
| 5Y | +2.3% | +11.2% | -8.9% | -8.7% |
| 10Y | +76.3% | +191.8% | -115.5% | -0.3% |
| All | +93.9% | +218.0% | -124.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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