+112.5%
NET vs FTV
+2.3%
+110.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.1% |
| 7D | -7.0% | -4.5% | -2.5% | -2.9% |
| 30D | -4.8% | -7.1% | +2.3% | +2.0% |
| 3M | +3.8% | -7.2% | +11.0% | +9.3% |
| 6M | +50.0% | -1.5% | +51.5% | +48.8% |
| YTD | +41.5% | +3.5% | +38.0% | +29.2% |
| 1Y | +32.8% | +20.3% | +12.5% | +1.0% |
| 3Y | +335.9% | -3.1% | +339.0% | +311.8% |
| All | +112.5% | +2.3% | +110.1% | +64.4% |
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