+131.1%
FTV vs RRC
+27.2%
+103.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +3.7% | +2.5% | +1.2% | +3.4% |
| 30D | +16.8% | +21.1% | -4.3% | +13.8% |
| 3M | +10.4% | +28.4% | -18.0% | +6.7% |
| 6M | +12.8% | +26.5% | -13.6% | +9.0% |
| YTD | +23.3% | +47.0% | -23.7% | +16.5% |
| 1Y | +31.0% | +35.2% | -4.2% | +24.9% |
| 3Y | +38.6% | +61.0% | -22.4% | +28.1% |
| 5Y | +17.6% | +133.6% | -116.0% | +1.2% |
| 10Y | +110.0% | +72.1% | +37.9% | +48.5% |
| All | +131.1% | +27.2% | +103.9% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling