+249.6%
LOW vs FTV
+127.6%
+122.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.4% | +3.9% | -2.5% | -0.7% |
| 30D | +21.7% | +18.7% | +3.0% | +10.6% |
| 3M | +5.0% | +10.0% | -5.0% | -0.7% |
| 6M | +4.6% | +14.6% | -10.0% | -3.6% |
| YTD | -3.5% | +23.4% | -26.9% | -15.8% |
| 1Y | +0.5% | +31.3% | -30.7% | -15.4% |
| 3Y | +24.8% | +39.8% | -15.0% | -0.8% |
| 5Y | +6.5% | +17.7% | -11.2% | -7.8% |
| 10Y | +294.6% | +110.2% | +184.3% | +146.2% |
| All | +249.6% | +127.6% | +122.1% | +115.2% |
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