-2.7%
FTV vs COO
-22.0%
+19.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.5% | -2.2% | -2.3% | -3.8% |
| 30D | -7.1% | -7.0% | 0.0% | -4.9% |
| 3M | -7.2% | +12.2% | -19.4% | -10.8% |
| 6M | -1.5% | -15.1% | +13.6% | +3.8% |
| YTD | +3.5% | -15.1% | +18.6% | +9.0% |
| 1Y | +20.3% | +2.3% | +18.0% | +18.9% |
| All | -2.7% | -22.0% | +19.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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