+92.5%
FTV vs INDA
+94.6%
-2.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | +0.2% |
| 7D | -0.4% | -1.0% | +0.6% | +0.2% |
| 30D | -8.3% | -2.5% | -5.8% | -7.0% |
| 3M | -7.4% | +4.0% | -11.4% | -9.5% |
| 6M | -1.2% | -1.8% | +0.6% | -0.5% |
| YTD | +2.7% | -9.2% | +11.9% | +8.3% |
| 1Y | +18.4% | -7.2% | +25.6% | +23.1% |
| 3Y | -2.0% | +9.8% | -11.9% | -8.2% |
| 5Y | +3.4% | +7.5% | -4.1% | -2.1% |
| 10Y | +78.5% | +80.8% | -2.3% | +24.8% |
| All | +92.5% | +94.6% | -2.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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