+7.0%
IDXX vs FTV
-5.2%
+12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.7% | -4.0% | -1.8% | -3.9% |
| 30D | -11.5% | -11.0% | -0.5% | -6.4% |
| 3M | -9.5% | -8.4% | -1.1% | -5.8% |
| 6M | -16.0% | -2.6% | -13.4% | -15.3% |
| YTD | -25.4% | -0.6% | -24.8% | -25.9% |
| 1Y | -21.8% | +11.0% | -32.7% | -26.9% |
| 3Y | +7.0% | -6.3% | +13.4% | +6.5% |
| All | +7.0% | -5.2% | +12.3% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling