+39.8%
FTV vs CASY
+161.8%
-122.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +3.9% | +3.6% | +0.3% | +3.6% |
| 30D | +18.7% | +9.1% | +9.6% | +17.6% |
| 3M | +10.0% | -16.5% | +26.5% | +12.0% |
| 6M | +14.6% | -19.7% | +34.3% | +17.9% |
| YTD | +23.4% | +29.3% | -5.8% | +15.3% |
| 1Y | +31.3% | +33.1% | -1.8% | +21.8% |
| 3Y | +39.8% | +158.5% | -118.7% | +14.1% |
| All | +39.8% | +161.8% | -122.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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