+93.9%
FTV vs COO
+58.1%
+35.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -4.5% | -2.2% | -2.3% | -3.5% |
| 30D | -7.1% | -7.0% | 0.0% | -4.2% |
| 3M | -7.2% | +12.2% | -19.4% | -12.2% |
| 6M | -1.5% | -15.1% | +13.6% | +5.1% |
| YTD | +3.5% | -15.1% | +18.6% | +10.4% |
| 1Y | +20.3% | +2.3% | +18.0% | +17.6% |
| 3Y | -3.1% | -23.7% | +20.6% | +4.2% |
| 5Y | +2.3% | -38.9% | +41.3% | +19.9% |
| 10Y | +76.3% | +49.9% | +26.4% | +44.8% |
| All | +93.9% | +58.1% | +35.8% | +55.0% |
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