+14.9%
FTV vs IRE
-84.4%
+99.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.8% |
| 7D | -4.5% | +54.8% | -59.3% | -3.8% |
| 30D | -7.1% | +18.4% | -25.5% | -6.6% |
| 3M | -7.2% | -66.7% | +59.6% | -7.9% |
| 6M | -1.5% | -52.3% | +50.8% | -1.0% |
| YTD | +3.5% | -52.3% | +55.8% | +4.3% |
| All | +14.9% | -84.4% | +99.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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