+11.4%
FTV vs DUOL
+3.5%
+7.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.5% | -0.3% |
| 7D | -0.4% | -7.8% | +7.4% | +0.4% |
| 30D | -8.3% | +11.8% | -20.1% | -9.5% |
| 3M | -7.4% | +24.1% | -31.5% | -9.8% |
| 6M | -1.2% | +43.6% | -44.8% | -5.6% |
| YTD | +2.7% | -16.6% | +19.3% | +3.3% |
| 1Y | +18.4% | -46.0% | +64.5% | +23.7% |
| 3Y | -2.0% | -6.5% | +4.4% | -6.9% |
| 5Y | +3.4% | -7.4% | +10.8% | -8.6% |
| All | +11.4% | +3.5% | +7.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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