+122.6%
FTV vs DAR
+237.1%
-114.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +0.2% | -9.9% | +10.2% | +3.0% |
| 30D | +15.7% | -16.4% | +32.0% | +21.0% |
| 3M | +7.5% | -17.1% | +24.6% | +12.3% |
| 6M | +8.5% | -20.5% | +28.9% | +14.0% |
| YTD | +18.8% | +39.4% | -20.6% | +5.8% |
| 1Y | +28.5% | +57.2% | -28.7% | +10.3% |
| 3Y | +34.0% | +13.9% | +20.1% | +20.4% |
| 5Y | +12.6% | -40.8% | +53.4% | +20.2% |
| 10Y | +111.4% | +276.2% | -164.8% | +7.1% |
| All | +122.6% | +237.1% | -114.4% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling