+3.4%
FTV vs COO
-39.5%
+42.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.3% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | -8.3% | -8.8% | +0.5% | -5.0% |
| 3M | -7.4% | +1.3% | -8.7% | -8.1% |
| 6M | -1.2% | -11.6% | +10.4% | +3.3% |
| YTD | +2.7% | -17.4% | +20.1% | +10.4% |
| 1Y | +18.4% | -1.6% | +20.0% | +18.0% |
| 3Y | -2.0% | -22.6% | +20.6% | +3.9% |
| 5Y | +3.4% | -40.3% | +43.8% | +18.4% |
| All | +3.4% | -39.5% | +42.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling