+122.6%
FTV vs COO
+41.7%
+80.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | +0.2% | +4.7% | -4.5% | -1.7% |
| 30D | +15.7% | +13.9% | +1.8% | +9.3% |
| 3M | +7.5% | -14.9% | +22.5% | +14.2% |
| 6M | +8.5% | +2.0% | +6.4% | +5.8% |
| YTD | +18.8% | -23.9% | +42.7% | +31.6% |
| 1Y | +28.5% | -9.6% | +38.2% | +31.7% |
| 3Y | +34.0% | -25.4% | +59.4% | +43.9% |
| 5Y | +12.6% | -41.2% | +53.8% | +32.5% |
| 10Y | +111.4% | +42.1% | +69.3% | +75.5% |
| All | +122.6% | +41.7% | +80.9% | +84.9% |
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