+93.9%
FTV vs FLR
+25.2%
+68.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.6% |
| 7D | -4.5% | +5.4% | -9.9% | -5.4% |
| 30D | -7.1% | +11.4% | -18.4% | -9.1% |
| 3M | -7.2% | +11.4% | -18.6% | -9.6% |
| 6M | -1.5% | +16.6% | -18.1% | -5.3% |
| YTD | +3.5% | +41.7% | -38.2% | -4.1% |
| 1Y | +20.3% | +35.4% | -15.1% | +11.8% |
| 3Y | -3.1% | +57.3% | -60.4% | -14.7% |
| 5Y | +2.3% | +241.0% | -238.6% | -22.6% |
| 10Y | +76.3% | +16.6% | +59.7% | +41.6% |
| All | +93.9% | +25.2% | +68.7% | +47.8% |
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 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