+39.7%
FTV vs FIVE
+40.2%
-0.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +3.7% | +2.4% | +1.3% | +3.3% |
| 30D | +16.8% | +15.8% | +1.0% | +14.2% |
| 3M | +10.4% | +3.8% | +6.6% | +9.5% |
| 6M | +12.8% | +18.5% | -5.7% | +9.1% |
| YTD | +23.3% | +31.2% | -7.9% | +16.7% |
| 1Y | +31.0% | +61.8% | -30.8% | +19.6% |
| All | +39.7% | +40.2% | -0.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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