+38.1%
FTV vs CASY
+155.2%
-117.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.6% |
| 7D | +0.4% | +3.6% | -3.2% | +0.1% |
| 30D | +17.2% | +7.2% | +10.0% | +16.3% |
| 3M | +8.9% | -16.9% | +25.8% | +10.9% |
| 6M | +11.3% | -19.3% | +30.6% | +14.0% |
| YTD | +21.9% | +25.6% | -3.7% | +14.3% |
| 1Y | +31.6% | +30.2% | +1.4% | +22.2% |
| 3Y | +38.1% | +154.9% | -116.8% | +12.2% |
| All | +38.1% | +155.2% | -117.1% | +12.2% |
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