+130.7%
FTV vs COO
+44.5%
+86.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +1.4% | +4.5% | -3.1% | -0.5% |
| 30D | +18.3% | +16.9% | +1.4% | +10.6% |
| 3M | +9.8% | -16.7% | +26.5% | +17.7% |
| 6M | +12.3% | +5.9% | +6.4% | +7.8% |
| YTD | +23.1% | -22.4% | +45.5% | +35.3% |
| 1Y | +32.5% | -10.1% | +42.6% | +36.2% |
| 3Y | +38.3% | -22.8% | +61.1% | +46.2% |
| 5Y | +16.8% | -41.4% | +58.3% | +37.9% |
| 10Y | +106.6% | +41.3% | +65.3% | +71.8% |
| All | +130.7% | +44.5% | +86.2% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling