+39.8%
FTV vs EXEL
+230.5%
-190.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +18.7% | +13.1% | +5.5% | +17.6% |
| 3M | +10.0% | +36.3% | -26.3% | +7.4% |
| 6M | +14.6% | +34.5% | -20.0% | +11.9% |
| YTD | +23.4% | +57.4% | -34.0% | +18.8% |
| 1Y | +31.3% | +62.9% | -31.6% | +26.0% |
| 3Y | +39.8% | +229.5% | -189.7% | +26.8% |
| All | +39.8% | +230.5% | -190.7% | +26.8% |
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