+92.5%
FTV vs UUUU
+509.2%
-416.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | -8.3% | +3.4% | -11.7% | -8.7% |
| 3M | -7.4% | -3.9% | -3.5% | -7.6% |
| 6M | -1.2% | -23.2% | +22.0% | -0.3% |
| YTD | +2.7% | +0.6% | +2.1% | -0.3% |
| 1Y | +18.4% | +22.9% | -4.4% | +10.9% |
| 3Y | -2.0% | +98.6% | -100.7% | -16.0% |
| 5Y | +3.4% | +130.2% | -126.8% | -16.1% |
| 10Y | +78.5% | +519.5% | -441.0% | +18.3% |
| All | +92.5% | +509.2% | -416.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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