-2.7%
FTV vs RRC
+34.3%
-36.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | -7.1% | +10.1% | -17.2% | -8.4% |
| 3M | -7.2% | +4.0% | -11.2% | -7.8% |
| 6M | -1.5% | +1.6% | -3.1% | -2.2% |
| YTD | +3.5% | +19.7% | -16.2% | -0.8% |
| 1Y | +20.3% | +21.4% | -1.1% | +14.3% |
| All | -2.7% | +34.3% | -36.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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