+14.8%
FTV vs MTB
+22.5%
-7.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -11.5% | -4.6% | -6.9% | -9.4% |
| 3M | -9.0% | +7.4% | -16.5% | -12.3% |
| 6M | -2.0% | +18.7% | -20.7% | -10.2% |
| YTD | -0.9% | +21.1% | -22.0% | -8.7% |
| 1Y | +14.8% | +24.1% | -9.3% | +2.8% |
| All | +14.8% | +22.5% | -7.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling