+4.7%
FTV vs M
+27.3%
-22.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -4.5% | +4.7% | -9.2% | -5.3% |
| 30D | -7.1% | -9.6% | +2.6% | -5.5% |
| 3M | -7.2% | +0.9% | -8.0% | -7.6% |
| 6M | -1.5% | +22.3% | -23.8% | -5.5% |
| YTD | +3.5% | +6.5% | -3.0% | +1.4% |
| 1Y | +20.3% | +38.8% | -18.4% | +12.1% |
| 3Y | -3.1% | +115.9% | -119.0% | -20.0% |
| All | +4.7% | +27.3% | -22.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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