+592.4%
MAR vs FTV
+127.6%
+464.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +3.9% | -2.3% | -0.9% |
| 30D | +13.8% | +18.7% | -4.9% | +1.5% |
| 3M | +20.3% | +10.0% | +10.3% | +12.5% |
| 6M | +21.3% | +14.6% | +6.8% | +9.6% |
| YTD | +37.2% | +23.4% | +13.8% | +16.4% |
| 1Y | +48.4% | +31.3% | +17.2% | +20.7% |
| 3Y | +120.1% | +39.8% | +80.3% | +68.3% |
| 5Y | +182.1% | +17.7% | +164.4% | +138.2% |
| 10Y | +530.2% | +110.2% | +420.0% | +276.4% |
| All | +592.4% | +127.6% | +464.8% | +304.8% |
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