+39.8%
FTV vs FND
-39.5%
+79.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +3.9% | -6.8% | +10.7% | +5.7% |
| 30D | +18.7% | +8.0% | +10.7% | +16.1% |
| 3M | +10.0% | -18.9% | +28.9% | +15.3% |
| 6M | +14.6% | +4.7% | +9.9% | +11.4% |
| YTD | +23.4% | -21.6% | +45.0% | +28.6% |
| 1Y | +31.3% | -22.0% | +53.3% | +36.7% |
| 3Y | +39.8% | -40.4% | +80.2% | +54.2% |
| All | +39.8% | -39.5% | +79.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling