+93.9%
FTV vs EXEL
+625.8%
-531.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | +8.4% | -12.9% | -5.4% |
| 30D | -7.1% | +4.1% | -11.1% | -7.6% |
| 3M | -7.2% | +12.4% | -19.6% | -8.6% |
| 6M | -1.5% | +41.5% | -43.0% | -6.0% |
| YTD | +3.5% | +34.6% | -31.2% | -0.7% |
| 1Y | +20.3% | +57.9% | -37.5% | +12.8% |
| 3Y | -3.1% | +159.5% | -162.6% | -16.2% |
| 5Y | +2.3% | +198.5% | -196.1% | -14.1% |
| 10Y | +76.3% | +411.4% | -335.0% | +36.8% |
| All | +93.9% | +625.8% | -531.9% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling