-1.0%
FTV vs RRX
+17.8%
-18.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.9% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -11.0% | -6.1% | -4.9% | -9.2% |
| 3M | -8.4% | -23.1% | +14.6% | -1.5% |
| 6M | -2.6% | -19.5% | +17.0% | +1.3% |
| YTD | -0.6% | +16.1% | -16.7% | -11.5% |
| 1Y | +11.0% | +12.9% | -2.0% | -0.8% |
| 3Y | -6.3% | +7.9% | -14.3% | -18.3% |
| All | -1.0% | +17.8% | -18.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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