-46.3%
IT vs FTV
+1.8%
-48.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.0% |
| 7D | -9.1% | -1.3% | -7.9% | -8.4% |
| 30D | -12.2% | -9.5% | -2.6% | -7.1% |
| 3M | +7.8% | -10.9% | +18.7% | +14.6% |
| 6M | +2.0% | -0.6% | +2.6% | +1.8% |
| YTD | -32.7% | +1.4% | -34.2% | -34.2% |
| 1Y | -31.1% | +17.6% | -48.7% | -38.5% |
| 3Y | -52.1% | -3.3% | -48.8% | -53.0% |
| 5Y | -46.3% | -0.1% | -46.1% | -48.0% |
| All | -46.3% | +1.8% | -48.1% | -48.0% |
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 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