-0.1%
FTV vs MTB
+103.4%
-103.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -10.9% | +6.3% | -17.2% | -13.0% |
| 6M | -0.6% | +15.6% | -16.2% | -6.1% |
| YTD | +1.4% | +20.6% | -19.1% | -5.7% |
| 1Y | +17.6% | +22.5% | -4.9% | +8.6% |
| 3Y | -3.3% | +114.4% | -117.7% | -26.6% |
| 5Y | -0.1% | +101.9% | -102.0% | -20.9% |
| All | -0.1% | +103.4% | -103.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling