+154.1%
MAR vs FTV
+1.8%
+152.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.6% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | -4.7% | -9.5% | +4.8% | +1.1% |
| 3M | -15.6% | -10.9% | -4.7% | -10.1% |
| 6M | +1.2% | -0.6% | +1.8% | +0.4% |
| YTD | +7.5% | +1.4% | +6.1% | +4.4% |
| 1Y | +26.6% | +17.6% | +9.0% | +11.4% |
| 3Y | +66.0% | -3.3% | +69.2% | +63.0% |
| 5Y | +154.1% | -0.1% | +154.2% | +141.6% |
| All | +154.1% | +1.8% | +152.3% | +141.6% |
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