+499.1%
NDAQ vs FTV
+127.5%
+371.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | +16.3% | +18.3% | -2.0% | +8.1% |
| 3M | +15.8% | +10.2% | +5.6% | +10.9% |
| 6M | +24.8% | +12.8% | +12.0% | +17.7% |
| YTD | +14.1% | +23.4% | -9.3% | +2.6% |
| 1Y | +26.5% | +31.4% | -4.9% | +10.6% |
| 3Y | +119.1% | +38.7% | +80.5% | +83.3% |
| 5Y | +70.9% | +18.6% | +52.4% | +50.7% |
| 10Y | +479.7% | +110.1% | +369.6% | +291.8% |
| All | +499.1% | +127.5% | +371.6% | +301.9% |
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 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