+20.3%
FTV vs REPL
-6.0%
+26.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -4.5% | -3.0% | -1.5% | -4.4% |
| 30D | -7.1% | +27.1% | -34.2% | -7.8% |
| 3M | -7.2% | +52.4% | -59.5% | -9.6% |
| 6M | -1.5% | +107.4% | -109.0% | -8.2% |
| YTD | +3.5% | +54.7% | -51.3% | -2.4% |
| 1Y | +20.3% | +158.9% | -138.5% | +8.1% |
| 3Y | -3.1% | -23.7% | +20.6% | -15.7% |
| 5Y | +2.3% | -54.3% | +56.7% | -9.2% |
| All | +20.3% | -6.0% | +26.3% | -13.3% |
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