+36.4%
FTV vs CAPR
+47.4%
-11.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +2.3% |
| 7D | +6.6% | +43.2% | -36.6% | +6.5% |
| 30D | +19.1% | +14.7% | +4.4% | +19.0% |
| 3M | +13.1% | +113.9% | -100.8% | +12.8% |
| 6M | +14.0% | -73.4% | +87.4% | +14.2% |
| YTD | +24.2% | -69.1% | +93.3% | +24.3% |
| 1Y | +36.4% | +47.2% | -10.8% | +36.2% |
| All | +36.4% | +47.4% | -11.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling