+90.1%
FTV vs SHAK
+69.7%
+20.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.1% |
| 7D | -1.3% | -7.2% | +5.9% | +0.2% |
| 30D | -9.5% | -11.8% | +2.3% | -7.3% |
| 3M | -10.9% | +17.2% | -28.1% | -14.1% |
| 6M | -0.6% | -34.1% | +33.5% | +5.5% |
| YTD | +1.4% | -22.4% | +23.8% | +3.8% |
| 1Y | +17.6% | -35.9% | +53.6% | +24.8% |
| 3Y | -3.3% | -3.4% | +0.1% | -9.4% |
| 5Y | -0.1% | -25.4% | +25.3% | -6.1% |
| 10Y | +82.5% | +83.4% | -0.9% | +29.7% |
| All | +90.1% | +69.7% | +20.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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