+128.5%
FTV vs CASY
+472.5%
-344.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.5% |
| 7D | +0.4% | +3.6% | -3.2% | -0.6% |
| 30D | +17.2% | +7.2% | +10.0% | +14.8% |
| 3M | +8.9% | -16.9% | +25.8% | +13.9% |
| 6M | +11.3% | -19.3% | +30.6% | +16.0% |
| YTD | +21.9% | +25.6% | -3.7% | +9.5% |
| 1Y | +31.6% | +30.2% | +1.4% | +16.5% |
| 3Y | +38.1% | +154.9% | -116.8% | -5.9% |
| 5Y | +15.7% | +252.1% | -236.4% | -31.5% |
| 10Y | +107.5% | +535.8% | -428.4% | +1.7% |
| All | +128.5% | +472.5% | -344.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling