+122.6%
FTV vs STLA
+41.3%
+81.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.2% | -4.5% | +4.7% | +1.6% |
| 30D | +15.7% | -3.9% | +19.6% | +16.7% |
| 3M | +7.5% | -20.2% | +27.7% | +13.9% |
| 6M | +8.5% | -42.2% | +50.6% | +25.6% |
| YTD | +18.8% | -59.3% | +78.1% | +50.5% |
| 1Y | +28.5% | -56.1% | +84.6% | +58.3% |
| 3Y | +34.0% | -73.7% | +107.6% | +85.6% |
| 5Y | +12.6% | -70.3% | +82.9% | +44.8% |
| 10Y | +111.4% | +23.1% | +88.3% | +79.4% |
| All | +122.6% | +41.3% | +81.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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