+93.9%
FTV vs FDS
+108.2%
-14.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.4% |
| 7D | -4.5% | -1.9% | -2.6% | -3.8% |
| 30D | -7.1% | +9.0% | -16.1% | -10.5% |
| 3M | -7.2% | +18.9% | -26.0% | -14.5% |
| 6M | -1.5% | +35.1% | -36.6% | -15.6% |
| YTD | +3.5% | +5.5% | -2.0% | -1.5% |
| 1Y | +20.3% | -16.8% | +37.2% | +27.1% |
| 3Y | -3.1% | -28.1% | +24.9% | +8.6% |
| 5Y | +2.3% | -17.4% | +19.8% | +5.6% |
| 10Y | +76.3% | +85.4% | -9.1% | +24.0% |
| All | +93.9% | +108.2% | -14.3% | +30.8% |
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