-0.1%
FTV vs FND
-61.3%
+61.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -9.5% | -19.6% | +10.1% | -4.2% |
| 3M | -10.9% | -4.3% | -6.6% | -10.7% |
| 6M | -0.6% | -20.4% | +19.8% | +4.0% |
| YTD | +1.4% | -21.9% | +23.3% | +6.3% |
| 1Y | +17.6% | -45.2% | +62.8% | +35.9% |
| 3Y | -3.3% | -49.2% | +46.0% | +9.3% |
| 5Y | -0.1% | -61.8% | +61.7% | +12.6% |
| All | -0.1% | -61.3% | +61.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling