+183.5%
MAR vs FTV
+17.3%
+166.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +3.9% | -2.3% | -0.7% |
| 30D | +13.8% | +18.7% | -4.9% | +2.6% |
| 3M | +20.3% | +10.0% | +10.3% | +13.3% |
| 6M | +21.3% | +14.6% | +6.8% | +10.7% |
| YTD | +37.2% | +23.4% | +13.8% | +18.1% |
| 1Y | +48.4% | +31.3% | +17.2% | +22.7% |
| 3Y | +120.1% | +39.8% | +80.3% | +71.4% |
| All | +183.5% | +17.3% | +166.2% | +139.9% |
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