+36.4%
FTV vs DGX
+45.0%
-8.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.3% |
| 7D | +6.6% | +4.1% | +2.5% | +5.4% |
| 30D | +19.1% | +10.5% | +8.6% | +16.0% |
| 3M | +13.1% | +9.8% | +3.3% | +10.2% |
| 6M | +14.0% | +34.6% | -20.6% | +5.1% |
| YTD | +24.2% | +49.8% | -25.6% | +8.6% |
| 1Y | +36.4% | +46.0% | -9.7% | +20.5% |
| All | +36.4% | +45.0% | -8.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling