+48.4%
IR vs FTV
+2.3%
+46.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +2.1% |
| 7D | -2.8% | -4.5% | +1.7% | +0.8% |
| 30D | -15.1% | -7.1% | -8.1% | -10.1% |
| 3M | +6.1% | -7.2% | +13.2% | +12.2% |
| 6M | -16.8% | -1.5% | -15.3% | -16.3% |
| YTD | -3.5% | +3.5% | -7.0% | -7.8% |
| 1Y | -3.5% | +20.3% | -23.8% | -18.8% |
| 3Y | +9.5% | -3.1% | +12.6% | +9.2% |
| All | +48.4% | +2.3% | +46.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling