+145.6%
GE vs FTV
+127.3%
+18.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +5.1% | +3.7% | +1.4% | +2.8% |
| 30D | +7.6% | +16.8% | -9.3% | -2.4% |
| 3M | -9.3% | +10.4% | -19.7% | -15.0% |
| 6M | +11.5% | +12.8% | -1.3% | +2.6% |
| YTD | +7.9% | +23.3% | -15.4% | -7.7% |
| 1Y | +7.6% | +31.0% | -23.3% | -11.7% |
| 3Y | +265.9% | +38.6% | +227.3% | +182.1% |
| 5Y | +405.9% | +17.6% | +388.4% | +328.0% |
| 10Y | +149.6% | +110.0% | +39.6% | +52.3% |
| All | +145.6% | +127.3% | +18.3% | +46.6% |
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