+92.5%
FTV vs WY
+12.7%
+79.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | -8.3% | -10.5% | +2.2% | -3.6% |
| 3M | -7.4% | -4.9% | -2.5% | -5.6% |
| 6M | -1.2% | -4.9% | +3.7% | +0.3% |
| YTD | +2.7% | -1.7% | +4.4% | +2.2% |
| 1Y | +18.4% | -9.4% | +27.8% | +22.4% |
| 3Y | -2.0% | -22.3% | +20.3% | +7.1% |
| 5Y | +3.4% | -20.5% | +23.9% | +10.4% |
| 10Y | +78.5% | +4.9% | +73.6% | +48.7% |
| All | +92.5% | +12.7% | +79.8% | +53.6% |
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