+92.5%
FTV vs MTB
+175.7%
-83.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.4% | +2.8% | -3.2% | -1.5% |
| 30D | -8.3% | -4.2% | -4.1% | -6.7% |
| 3M | -7.4% | +7.8% | -15.2% | -10.3% |
| 6M | -1.2% | +14.8% | -16.0% | -6.8% |
| YTD | +2.7% | +20.8% | -18.1% | -5.2% |
| 1Y | +18.4% | +23.1% | -4.7% | +8.3% |
| 3Y | -2.0% | +114.8% | -116.9% | -29.6% |
| 5Y | +3.4% | +103.3% | -99.9% | -26.7% |
| 10Y | +78.5% | +173.0% | -94.5% | +4.3% |
| All | +92.5% | +175.7% | -83.2% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling