+31.0%
FTV vs CAPR
+65.7%
-34.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.7% | 0.0% |
| 7D | +3.7% | +19.1% | -15.4% | +3.7% |
| 30D | +16.8% | +48.8% | -32.0% | +16.7% |
| 3M | +10.4% | +144.4% | -134.0% | +10.1% |
| 6M | +12.8% | -67.5% | +80.3% | +12.9% |
| YTD | +23.3% | -64.5% | +87.8% | +23.4% |
| 1Y | +31.0% | +74.4% | -43.5% | +30.7% |
| All | +31.0% | +65.7% | -34.7% | +30.7% |
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