+36.4%
FTV vs FLR
+2.5%
+33.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +6.6% | +1.4% | +5.2% | +6.5% |
| 30D | +19.1% | -5.9% | +25.0% | +19.7% |
| 3M | +13.1% | -7.6% | +20.7% | +13.6% |
| 6M | +14.0% | -9.3% | +23.3% | +14.1% |
| YTD | +24.2% | +20.1% | +4.1% | +23.4% |
| 1Y | +36.4% | +3.0% | +33.4% | +35.3% |
| All | +36.4% | +2.5% | +33.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling