+122.6%
FTV vs FDS
+126.1%
-3.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +15.7% | +20.2% | -4.5% | +7.2% |
| 3M | +7.5% | +19.9% | -12.3% | -1.0% |
| 6M | +8.5% | +56.2% | -47.7% | -12.5% |
| YTD | +18.8% | +14.6% | +4.2% | +8.6% |
| 1Y | +28.5% | +31.6% | -3.1% | +9.5% |
| 3Y | +34.0% | -23.8% | +57.8% | +46.2% |
| 5Y | +12.6% | -22.6% | +35.2% | +20.3% |
| 10Y | +111.4% | +139.3% | -27.9% | +34.4% |
| All | +122.6% | +126.1% | -3.5% | +44.4% |
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