+17.6%
FTV vs RPRX
+91.4%
-73.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +3.7% | +2.1% | +1.6% | +3.1% |
| 30D | +16.8% | +21.9% | -5.1% | +10.7% |
| 3M | +10.4% | +16.9% | -6.5% | +5.6% |
| 6M | +12.8% | +34.5% | -21.7% | +3.3% |
| YTD | +23.3% | +80.9% | -57.6% | +3.1% |
| 1Y | +31.0% | +77.6% | -46.6% | +10.1% |
| 3Y | +38.6% | +173.5% | -135.0% | -0.7% |
| 5Y | +17.6% | +84.9% | -67.4% | +0.8% |
| All | +17.6% | +91.4% | -73.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling