+4.7%
FTV vs CASY
+276.6%
-271.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -7.1% | -11.3% | +4.3% | -4.9% |
| 3M | -7.2% | -0.6% | -6.5% | -8.1% |
| 6M | -1.5% | +10.7% | -12.2% | -5.6% |
| YTD | +3.5% | +37.1% | -33.6% | -6.5% |
| 1Y | +20.3% | +52.3% | -32.0% | +5.2% |
| 3Y | -3.1% | +215.2% | -218.3% | -34.3% |
| All | +4.7% | +276.6% | -271.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling