+4.7%
FTV vs CAPR
+84.7%
-79.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -4.5% | -2.0% | -2.5% | -4.5% |
| 30D | -7.1% | +139.2% | -146.2% | -8.0% |
| 3M | -7.2% | -66.4% | +59.2% | -6.8% |
| 6M | -1.5% | -63.1% | +61.6% | -1.2% |
| YTD | +3.5% | -67.4% | +70.9% | +3.8% |
| 1Y | +20.3% | +58.2% | -37.9% | +16.0% |
| 3Y | -3.1% | +42.2% | -45.3% | -11.0% |
| All | +4.7% | +84.7% | -79.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling