+50.6%
LYB vs FTV
+37.8%
+12.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.0% | -4.7% |
| 7D | -6.2% | +6.6% | -12.8% | -6.3% |
| 30D | +6.3% | +19.1% | -12.8% | +5.9% |
| 3M | +4.1% | +13.1% | -9.0% | +3.7% |
| 6M | -15.5% | +14.0% | -29.5% | -16.5% |
| YTD | +50.2% | +24.2% | +26.1% | +39.4% |
| 1Y | +50.6% | +36.4% | +14.2% | +28.3% |
| All | +50.6% | +37.8% | +12.8% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling