+122.6%
FTV vs CASY
+468.8%
-346.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +15.7% | +8.7% | +7.0% | +12.8% |
| 3M | +7.5% | -17.3% | +24.8% | +12.6% |
| 6M | +8.5% | -19.7% | +28.2% | +13.2% |
| YTD | +18.8% | +24.8% | -6.0% | +6.8% |
| 1Y | +28.5% | +31.9% | -3.4% | +13.3% |
| 3Y | +34.0% | +155.4% | -121.4% | -8.8% |
| 5Y | +12.6% | +250.6% | -238.0% | -33.2% |
| 10Y | +111.4% | +556.8% | -445.4% | +3.5% |
| All | +122.6% | +468.8% | -346.2% | +8.7% |
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