+53.8%
NDAQ vs FTV
+4.3%
+49.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +0.5% | -8.3% | +8.8% | +4.3% |
| 3M | +9.9% | -7.4% | +17.3% | +13.2% |
| 6M | +8.2% | -1.2% | +9.4% | +7.9% |
| YTD | -1.5% | +2.7% | -4.2% | -4.0% |
| 1Y | +1.3% | +18.4% | -17.1% | -8.0% |
| 3Y | +92.6% | -2.0% | +94.6% | +87.7% |
| 5Y | +53.8% | +3.4% | +50.4% | +41.9% |
| All | +53.8% | +4.3% | +49.5% | +41.9% |
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