+39.8%
FTV vs NWSA
+32.6%
+7.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | +3.9% | +2.2% | +1.7% | +3.0% |
| 30D | +18.7% | -8.8% | +27.4% | +22.4% |
| 3M | +10.0% | -6.5% | +16.5% | +12.2% |
| 6M | +14.6% | +1.5% | +13.1% | +12.3% |
| YTD | +23.4% | +4.0% | +19.4% | +18.9% |
| 1Y | +31.3% | +3.4% | +27.9% | +26.7% |
| 3Y | +39.8% | +34.8% | +5.0% | +24.6% |
| All | +39.8% | +32.6% | +7.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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