+93.9%
FTV vs WU
-32.8%
+126.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | -7.1% | -1.1% | -6.0% | -6.8% |
| 3M | -7.2% | -3.9% | -3.3% | -7.3% |
| 6M | -1.5% | -20.7% | +19.2% | +5.6% |
| YTD | +3.5% | -18.4% | +21.8% | +9.7% |
| 1Y | +20.3% | -8.1% | +28.4% | +20.9% |
| 3Y | -3.1% | -24.2% | +21.0% | +2.6% |
| 5Y | +2.3% | -50.4% | +52.8% | +27.0% |
| 10Y | +76.3% | -40.0% | +116.4% | +97.7% |
| All | +93.9% | -32.8% | +126.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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