+128.5%
FTV vs CAPR
-74.9%
+203.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +2.5% |
| 7D | +0.4% | +36.0% | -35.7% | 0.0% |
| 30D | +17.2% | +25.8% | -8.6% | +16.8% |
| 3M | +8.9% | +140.8% | -132.0% | +7.2% |
| 6M | +11.3% | -67.6% | +78.9% | +11.8% |
| YTD | +21.9% | -65.9% | +87.8% | +22.3% |
| 1Y | +31.6% | +66.1% | -34.5% | +25.1% |
| 3Y | +38.1% | +256.9% | -218.8% | +26.2% |
| 5Y | +15.7% | +172.1% | -156.4% | +5.2% |
| 10Y | +107.5% | -64.7% | +172.2% | +80.1% |
| All | +128.5% | -74.9% | +203.5% | +103.9% |
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