+131.3%
FTV vs WU
-34.7%
+166.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +3.9% | -2.0% | +5.9% | +4.6% |
| 30D | +18.7% | +11.4% | +7.3% | +13.8% |
| 3M | +10.0% | -6.8% | +16.8% | +12.2% |
| 6M | +14.6% | -14.6% | +29.2% | +19.0% |
| YTD | +23.4% | -20.6% | +44.1% | +31.5% |
| 1Y | +31.3% | -15.4% | +46.7% | +36.2% |
| 3Y | +39.8% | -23.6% | +63.4% | +47.2% |
| 5Y | +17.7% | -43.4% | +61.1% | +36.9% |
| 10Y | +110.2% | -38.8% | +149.0% | +128.9% |
| All | +131.3% | -34.7% | +166.0% | +136.9% |
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