+13.5%
FTV vs M
-11.5%
+24.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.8% |
| 7D | +0.2% | -4.3% | +4.5% | +1.0% |
| 30D | +15.7% | +1.3% | +14.4% | +15.3% |
| 3M | +7.5% | -7.4% | +14.9% | +8.7% |
| 6M | +8.5% | +18.3% | -9.9% | +4.5% |
| YTD | +18.8% | +7.6% | +11.2% | +15.9% |
| 1Y | +28.5% | +17.4% | +11.2% | +23.2% |
| 3Y | +34.0% | +108.4% | -74.4% | +10.2% |
| All | +13.5% | -11.5% | +24.9% | +1.8% |
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