+93.9%
FTV vs NWSA
+198.4%
-104.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -4.5% | -1.9% | -2.6% | -3.7% |
| 30D | -7.1% | +4.6% | -11.6% | -8.9% |
| 3M | -7.2% | +13.2% | -20.4% | -12.4% |
| 6M | -1.5% | +27.0% | -28.5% | -11.8% |
| YTD | +3.5% | +16.8% | -13.4% | -4.2% |
| 1Y | +20.3% | +4.5% | +15.8% | +16.4% |
| 3Y | -3.1% | +46.2% | -49.3% | -19.4% |
| 5Y | +2.3% | +40.9% | -38.6% | -15.9% |
| 10Y | +76.3% | +145.1% | -68.8% | +6.9% |
| All | +93.9% | +198.4% | -104.5% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling