+18.0%
FTV vs MTB
+61.4%
-43.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +3.9% | +1.5% | +2.4% | +3.3% |
| 30D | +18.7% | +2.3% | +16.3% | +17.6% |
| 3M | +10.0% | -12.1% | +22.1% | +15.8% |
| 6M | +14.6% | +9.8% | +4.7% | +10.3% |
| YTD | +23.4% | +12.0% | +11.4% | +17.9% |
| 1Y | +31.3% | +22.0% | +9.3% | +21.3% |
| 3Y | +39.8% | +107.6% | -67.8% | +6.4% |
| All | +18.0% | +61.4% | -43.3% | -2.3% |
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