+13.5%
FTV vs ES
+1.4%
+12.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | +0.2% | +1.9% | -1.7% | -0.3% |
| 30D | +15.7% | +7.1% | +8.6% | +13.6% |
| 3M | +7.5% | -1.9% | +9.5% | +7.9% |
| 6M | +8.5% | +4.4% | +4.1% | +7.0% |
| YTD | +18.8% | +7.3% | +11.5% | +15.9% |
| 1Y | +28.5% | +2.1% | +26.4% | +26.6% |
| 3Y | +34.0% | +41.8% | -7.8% | +15.8% |
| All | +13.5% | +1.4% | +12.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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