+131.1%
FTV vs FLR
+10.4%
+120.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +3.7% | +10.1% | -6.4% | +2.0% |
| 30D | +16.8% | -0.5% | +17.3% | +16.8% |
| 3M | +10.4% | -4.8% | +15.2% | +11.0% |
| 6M | +12.8% | +10.7% | +2.1% | +9.7% |
| YTD | +23.3% | +25.0% | -1.7% | +16.5% |
| 1Y | +31.0% | +8.3% | +22.7% | +26.7% |
| 3Y | +38.6% | +36.8% | +1.7% | +24.8% |
| 5Y | +17.6% | +121.8% | -104.2% | -4.3% |
| 10Y | +110.0% | +9.2% | +100.9% | +69.4% |
| All | +131.1% | +10.4% | +120.7% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling