+20.2%
FTV vs FLR
+31.2%
-11.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -4.6% | +5.4% | -10.0% | -5.0% |
| 30D | -7.2% | +11.4% | -18.6% | -8.2% |
| 3M | -7.3% | +11.4% | -18.7% | -8.5% |
| 6M | -1.6% | +16.6% | -18.3% | -4.1% |
| YTD | +3.3% | +41.7% | -38.4% | +0.4% |
| 1Y | +20.2% | +35.4% | -15.2% | +14.8% |
| All | +20.2% | +31.2% | -11.0% | +14.8% |
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