+93.9%
FTV vs FIVE
+441.7%
-347.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.2% |
| 7D | -4.5% | +4.3% | -8.8% | -5.5% |
| 30D | -7.1% | +12.5% | -19.6% | -9.9% |
| 3M | -7.2% | +31.2% | -38.4% | -13.4% |
| 6M | -1.5% | +14.4% | -15.9% | -6.0% |
| YTD | +3.5% | +33.9% | -30.4% | -5.1% |
| 1Y | +20.3% | +65.1% | -44.7% | +4.3% |
| 3Y | -3.1% | +49.0% | -52.1% | -19.2% |
| 5Y | +2.3% | +30.3% | -27.9% | -14.9% |
| 10Y | +76.3% | +481.1% | -404.8% | -1.4% |
| All | +93.9% | +441.7% | -347.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling