-4.4%
FTV vs MTB
+112.6%
-117.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -1.3% | +1.1% | -2.3% | -1.7% |
| 30D | -9.5% | -4.6% | -4.9% | -7.6% |
| 3M | -10.9% | +6.3% | -17.2% | -13.3% |
| 6M | -0.6% | +15.6% | -16.2% | -6.9% |
| YTD | +1.4% | +20.6% | -19.1% | -6.6% |
| 1Y | +17.6% | +22.5% | -4.9% | +7.4% |
| All | -4.4% | +112.6% | -117.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling