+32.8%
NET vs FTV
+21.7%
+11.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -7.0% | -4.5% | -2.5% | -6.7% |
| 30D | -4.8% | -7.1% | +2.3% | -4.4% |
| 3M | +3.8% | -7.2% | +11.0% | +4.1% |
| 6M | +50.0% | -1.5% | +51.5% | +49.8% |
| YTD | +41.5% | +3.5% | +38.0% | +42.7% |
| 1Y | +32.8% | +20.3% | +12.5% | +29.2% |
| All | +32.8% | +21.7% | +11.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling