+93.9%
FTV vs CAPR
-76.1%
+170.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -7.2% | -66.4% | +59.2% | -6.7% |
| 6M | -1.5% | -63.1% | +61.6% | -1.2% |
| YTD | +3.5% | -67.4% | +70.9% | +3.9% |
| 1Y | +20.3% | +58.2% | -37.9% | +14.5% |
| 3Y | -3.1% | +42.2% | -45.3% | -9.9% |
| 5Y | +2.3% | +87.3% | -84.9% | -6.3% |
| 10Y | +76.3% | -75.3% | +151.6% | +57.0% |
| All | +93.9% | -76.1% | +170.0% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling