+131.2%
FTV vs FDS
+131.0%
+0.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -0.7% | -2.1% | +1.5% | +0.1% |
| 30D | +18.3% | +16.0% | +2.3% | +11.3% |
| 3M | +10.2% | +18.8% | -8.6% | +1.9% |
| 6M | +12.8% | +54.1% | -41.3% | -8.3% |
| YTD | +23.4% | +17.0% | +6.4% | +11.9% |
| 1Y | +31.4% | +25.5% | +5.9% | +14.8% |
| 3Y | +38.7% | -23.3% | +62.0% | +51.1% |
| 5Y | +18.6% | -22.6% | +41.2% | +27.0% |
| 10Y | +110.1% | +130.2% | -20.1% | +35.6% |
| All | +131.2% | +131.0% | +0.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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