+57.3%
LYB vs FTV
+82.6%
-25.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.3% |
| 7D | -0.7% | -5.2% | +4.5% | +2.9% |
| 30D | +1.5% | -11.5% | +13.1% | +10.1% |
| 3M | -0.3% | -9.0% | +8.8% | +4.8% |
| 6M | +0.1% | -2.0% | +2.1% | -2.2% |
| YTD | +53.4% | -0.9% | +54.4% | +47.6% |
| 1Y | +25.6% | +14.8% | +10.8% | +7.9% |
| 3Y | -21.3% | -5.5% | -15.8% | -23.5% |
| 5Y | -2.4% | -1.9% | -0.6% | -10.3% |
| 10Y | +48.8% | +78.2% | -29.5% | -4.2% |
| All | +57.3% | +82.6% | -25.3% | -0.6% |
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 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