+15.0%
GE vs FTV
+15.4%
-0.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -2.8% | -5.2% | +2.4% | -1.4% |
| 30D | -11.9% | -11.5% | -0.4% | -9.1% |
| 3M | +1.8% | -9.0% | +10.9% | +4.4% |
| 6M | -0.6% | -2.0% | +1.4% | +0.5% |
| YTD | +5.5% | -0.9% | +6.5% | +6.5% |
| 1Y | +15.0% | +14.8% | +0.2% | +12.1% |
| All | +15.0% | +15.4% | -0.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling