+90.1%
FTV vs DGX
+253.9%
-163.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.4% |
| 30D | -9.5% | -0.9% | -8.6% | -9.2% |
| 3M | -10.9% | +15.6% | -26.5% | -16.1% |
| 6M | -0.6% | +17.8% | -18.4% | -7.3% |
| YTD | +1.4% | +37.5% | -36.0% | -11.4% |
| 1Y | +17.6% | +31.2% | -13.5% | +4.4% |
| 3Y | -3.3% | +96.6% | -99.9% | -29.3% |
| 5Y | -0.1% | +64.9% | -65.1% | -22.2% |
| 10Y | +82.5% | +254.6% | -172.1% | -7.3% |
| All | +90.1% | +253.9% | -163.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling