-8.1%
FTV vs WETO
-99.4%
+91.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.3% |
| 7D | -4.0% | -4.3% | +0.4% | -3.9% |
| 30D | -11.0% | -39.9% | +28.9% | -11.8% |
| 3M | -8.4% | -97.9% | +89.5% | -7.8% |
| 6M | -2.6% | -95.0% | +92.5% | -3.5% |
| YTD | -0.6% | -97.2% | +96.5% | -1.5% |
| 1Y | +11.0% | -98.9% | +109.9% | +10.1% |
| All | -8.1% | -99.4% | +91.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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