+3.4%
FTV vs RRC
+153.5%
-150.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -8.3% | +9.4% | -17.7% | -9.5% |
| 3M | -7.4% | +7.4% | -14.8% | -8.5% |
| 6M | -1.2% | +1.5% | -2.7% | -1.9% |
| YTD | +2.7% | +19.4% | -16.7% | -0.6% |
| 1Y | +18.4% | +24.2% | -5.8% | +13.5% |
| 3Y | -2.0% | +32.8% | -34.8% | -7.9% |
| 5Y | +3.4% | +152.9% | -149.5% | -8.7% |
| All | +3.4% | +153.5% | -150.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling