+131.3%
FTV vs WY
+3.3%
+128.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.3% |
| 30D | +18.7% | +10.1% | +8.6% | +13.2% |
| 3M | +10.0% | -15.4% | +25.4% | +18.2% |
| 6M | +14.6% | -8.3% | +22.9% | +18.1% |
| YTD | +23.4% | -9.8% | +33.2% | +27.3% |
| 1Y | +31.3% | -3.9% | +35.2% | +31.3% |
| 3Y | +39.8% | -23.3% | +63.1% | +53.2% |
| 5Y | +17.7% | -31.2% | +48.9% | +34.2% |
| 10Y | +110.2% | +5.5% | +104.7% | +76.1% |
| All | +131.3% | +3.3% | +128.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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