+11.0%
FTV vs OUST
-62.4%
+73.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | -4.5% | +5.2% | -9.7% | -4.8% |
| 30D | -7.1% | -19.3% | +12.2% | -6.0% |
| 3M | -7.2% | -22.6% | +15.5% | -7.0% |
| 6M | -1.5% | +62.8% | -64.3% | -7.0% |
| YTD | +3.5% | +68.3% | -64.9% | -2.9% |
| 1Y | +20.3% | +28.5% | -8.2% | +13.9% |
| 3Y | -3.1% | +554.0% | -557.2% | -22.8% |
| 5Y | +2.3% | -56.2% | +58.6% | -12.7% |
| All | +11.0% | -62.4% | +73.4% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling