+38.1%
FTV vs REPL
+35.1%
+3.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.3% |
| 7D | +0.2% | +22.8% | -22.6% | -0.4% |
| 30D | +15.7% | +63.8% | -48.1% | +13.8% |
| 3M | +7.5% | +68.1% | -60.6% | +5.6% |
| 6M | +8.5% | +528.5% | -520.0% | -0.7% |
| YTD | +18.8% | +122.4% | -103.6% | +10.6% |
| 1Y | +28.5% | +154.4% | -125.8% | +18.9% |
| 3Y | +34.0% | +68.0% | -34.0% | +10.4% |
| 5Y | +12.6% | -35.4% | +48.0% | -1.1% |
| All | +38.1% | +35.1% | +3.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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