+98.7%
IT vs FTV
+127.5%
-28.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | -6.8% | -0.7% | -6.2% | -6.5% |
| 30D | -0.6% | +18.3% | -18.9% | -9.3% |
| 3M | +3.1% | +10.2% | -7.1% | -2.4% |
| 6M | +25.5% | +12.8% | +12.7% | +16.9% |
| YTD | -23.5% | +23.4% | -46.9% | -32.8% |
| 1Y | -16.6% | +31.4% | -48.1% | -29.4% |
| 3Y | -53.1% | +38.7% | -91.8% | -62.4% |
| 5Y | -41.4% | +18.6% | -60.0% | -49.4% |
| 10Y | +90.9% | +110.1% | -19.2% | +24.0% |
| All | +98.7% | +127.5% | -28.8% | +27.9% |
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