+211.9%
LOW vs FTV
+90.8%
+121.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | -1.7% | -4.5% | +2.8% | +0.8% |
| 30D | -7.0% | -7.1% | 0.0% | -3.2% |
| 3M | -0.9% | -7.2% | +6.3% | +3.0% |
| 6M | -20.1% | -1.5% | -18.6% | -20.0% |
| YTD | -13.9% | +3.5% | -17.4% | -16.9% |
| 1Y | -21.1% | +20.3% | -41.5% | -30.5% |
| 3Y | -6.6% | -3.1% | -3.5% | -8.3% |
| 5Y | +9.4% | +2.3% | +7.0% | +2.4% |
| 10Y | +220.5% | +76.3% | +144.2% | +121.1% |
| All | +211.9% | +90.8% | +121.1% | +112.3% |
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 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