+31.3%
FTV vs FLR
+8.4%
+22.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +3.9% | +5.4% | -1.5% | +3.3% |
| 30D | +18.7% | +2.8% | +15.8% | +18.2% |
| 3M | +10.0% | -6.4% | +16.4% | +10.5% |
| 6M | +14.6% | +8.8% | +5.8% | +12.7% |
| YTD | +23.4% | +23.6% | -0.2% | +21.2% |
| 1Y | +31.3% | +13.8% | +17.5% | +29.4% |
| All | +31.3% | +8.4% | +22.9% | +29.4% |
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