+149.9%
GE vs FTV
+90.8%
+59.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | -1.6% | -4.5% | +2.9% | +1.3% |
| 30D | -11.6% | -7.1% | -4.5% | -7.5% |
| 3M | +3.0% | -7.2% | +10.2% | +7.4% |
| 6M | -0.5% | -1.5% | +1.0% | -0.4% |
| YTD | +9.7% | +3.5% | +6.3% | +5.1% |
| 1Y | +20.0% | +20.3% | -0.3% | +3.3% |
| 3Y | +275.8% | -3.1% | +279.0% | +266.7% |
| 5Y | +429.1% | +2.3% | +426.7% | +387.3% |
| 10Y | +151.2% | +76.3% | +74.9% | +70.3% |
| All | +149.9% | +90.8% | +59.1% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling