+93.9%
FTV vs USFR
+28.1%
+65.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -7.1% | +0.3% | -7.4% | -7.1% |
| 3M | -7.2% | +1.0% | -8.2% | -7.4% |
| 6M | -1.5% | +1.9% | -3.4% | -2.1% |
| YTD | +3.5% | +2.6% | +0.9% | +2.6% |
| 1Y | +20.3% | +4.0% | +16.3% | +18.8% |
| 3Y | -3.1% | +14.1% | -17.2% | -7.9% |
| 5Y | +2.3% | +20.4% | -18.1% | -5.3% |
| 10Y | +76.3% | +28.0% | +48.3% | +60.6% |
| All | +93.9% | +28.1% | +65.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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