+34.0%
FTV vs CAPR
+214.7%
-180.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.1% |
| 7D | +0.2% | +41.1% | -40.9% | 0.0% |
| 30D | +15.7% | +11.1% | +4.5% | +15.5% |
| 3M | +7.5% | +115.3% | -107.8% | +6.8% |
| 6M | +8.5% | -73.8% | +82.3% | +8.9% |
| YTD | +18.8% | -68.8% | +87.6% | +19.1% |
| 1Y | +28.5% | +43.3% | -14.8% | +25.7% |
| 3Y | +34.0% | +214.7% | -180.7% | +22.4% |
| All | +34.0% | +214.7% | -180.7% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling