+50.6%
FTV vs FND
+66.0%
-15.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -4.5% | -5.2% | +0.7% | -3.2% |
| 30D | -7.1% | -19.9% | +12.8% | -1.9% |
| 3M | -7.2% | +2.7% | -9.9% | -8.6% |
| 6M | -1.5% | -21.7% | +20.2% | +3.2% |
| YTD | +3.5% | -17.5% | +21.0% | +6.6% |
| 1Y | +20.3% | -39.3% | +59.6% | +33.6% |
| 3Y | -3.1% | -49.8% | +46.7% | +9.2% |
| 5Y | +2.3% | -60.1% | +62.4% | +16.5% |
| All | +50.6% | +66.0% | -15.4% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling