-2.0%
FTV vs EXEL
+160.6%
-162.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -8.3% | +6.7% | -15.0% | -8.8% |
| 3M | -7.4% | +11.5% | -18.9% | -8.2% |
| 6M | -1.2% | +38.8% | -40.0% | -3.9% |
| YTD | +2.7% | +31.6% | -28.9% | +0.2% |
| 1Y | +18.4% | +53.0% | -34.6% | +14.0% |
| 3Y | -2.0% | +160.8% | -162.9% | -7.8% |
| All | -2.0% | +160.6% | -162.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling