+34.1%
FTV vs OUST
+537.2%
-503.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -3.8% |
| 7D | -0.6% | -5.0% | +4.4% | -0.4% |
| 30D | +13.0% | -32.0% | +45.0% | +15.1% |
| 3M | +6.8% | -32.4% | +39.1% | +8.6% |
| 6M | +8.0% | +6.7% | +1.3% | +4.9% |
| YTD | +18.9% | +41.0% | -22.2% | +12.5% |
| 1Y | +30.8% | +18.0% | +12.8% | +25.0% |
| All | +34.1% | +537.2% | -503.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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