+514.9%
GEV vs FTV
+6.7%
+508.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.7% | +3.9% | -0.2% | +1.8% |
| 30D | -14.7% | +18.7% | -33.3% | -21.9% |
| 3M | -23.4% | +10.0% | -33.4% | -27.1% |
| 6M | -24.3% | +14.6% | -38.9% | -29.7% |
| YTD | +23.2% | +23.4% | -0.2% | +7.1% |
| 1Y | +44.2% | +31.3% | +12.9% | +19.2% |
| All | +514.9% | +6.7% | +508.1% | +484.0% |
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