+60.5%
HYG vs FTV
+82.6%
-22.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -0.7% | -5.2% | +4.5% | +0.2% |
| 30D | -0.6% | -11.5% | +10.9% | +1.5% |
| 3M | +0.4% | -9.0% | +9.5% | +1.9% |
| 6M | +1.2% | -2.0% | +3.3% | +1.2% |
| YTD | +1.5% | -0.9% | +2.4% | +1.0% |
| 1Y | +3.2% | +14.8% | -11.6% | -0.2% |
| 3Y | +25.9% | -5.5% | +31.4% | +25.0% |
| 5Y | +18.6% | -1.9% | +20.5% | +15.3% |
| 10Y | +55.8% | +78.2% | -22.5% | +33.8% |
| All | +60.5% | +82.6% | -22.1% | +37.2% |
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