+93.9%
FTV vs RRC
+3.5%
+90.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | -7.1% | +10.1% | -17.2% | -8.2% |
| 3M | -7.2% | +4.0% | -11.2% | -7.8% |
| 6M | -1.5% | +1.6% | -3.1% | -2.1% |
| YTD | +3.5% | +19.7% | -16.2% | +0.6% |
| 1Y | +20.3% | +21.4% | -1.1% | +16.4% |
| 3Y | -3.1% | +29.7% | -32.8% | -7.9% |
| 5Y | +2.3% | +153.9% | -151.5% | -12.8% |
| 10Y | +76.3% | +10.8% | +65.5% | +32.5% |
| All | +93.9% | +3.5% | +90.4% | +46.2% |
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