+6.4%
LVS vs FTV
-2.3%
+8.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -3.5% | -4.0% | +0.5% | -1.3% |
| 30D | -6.2% | -11.0% | +4.8% | 0.0% |
| 3M | -14.8% | -8.4% | -6.4% | -11.3% |
| 6M | -20.9% | -2.6% | -18.3% | -21.0% |
| YTD | -33.0% | -0.6% | -32.4% | -34.6% |
| 1Y | -20.0% | +11.0% | -31.0% | -27.6% |
| 3Y | -6.9% | -6.3% | -0.6% | -7.6% |
| All | +6.4% | -2.3% | +8.7% | -6.6% |
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