+108.6%
FTV vs EXEL
+320.7%
-212.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +18.7% | +13.1% | +5.5% | +16.8% |
| 3M | +10.0% | +36.3% | -26.3% | +5.6% |
| 6M | +14.6% | +34.5% | -20.0% | +10.0% |
| YTD | +23.4% | +57.4% | -34.0% | +15.7% |
| 1Y | +31.3% | +62.9% | -31.6% | +22.5% |
| 3Y | +39.8% | +229.5% | -189.7% | +16.2% |
| 5Y | +17.7% | +281.2% | -263.5% | -5.4% |
| All | +108.6% | +320.7% | -212.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling