+4.2%
FTV vs DAR
-11.1%
+15.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.5% | +1.4% | -5.8% | -4.8% |
| 30D | -7.1% | +12.8% | -19.8% | -9.6% |
| 3M | -7.2% | +7.4% | -14.5% | -9.0% |
| 6M | -1.5% | +22.3% | -23.8% | -6.4% |
| YTD | +3.5% | +81.1% | -77.6% | -10.0% |
| 1Y | +20.3% | +106.5% | -86.1% | +1.0% |
| 3Y | -3.1% | +5.3% | -8.4% | -7.3% |
| All | +4.2% | -11.1% | +15.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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