-3.5%
IR vs FTV
+21.5%
-25.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.0% |
| 7D | -2.8% | -4.6% | +1.8% | +0.2% |
| 30D | -15.1% | -7.2% | -8.0% | -11.0% |
| 3M | +6.1% | -7.3% | +13.3% | +11.1% |
| 6M | -16.8% | -1.6% | -15.2% | -16.3% |
| YTD | -3.5% | +3.3% | -6.9% | -7.1% |
| 1Y | -3.5% | +20.2% | -23.7% | -16.4% |
| All | -3.5% | +21.5% | -25.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling