+1,449.6%
NET vs FTV
+32.7%
+1,416.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -7.0% | -4.6% | -2.4% | -4.4% |
| 30D | -4.8% | -7.2% | +2.4% | -0.6% |
| 3M | +3.8% | -7.3% | +11.1% | +7.4% |
| 6M | +50.0% | -1.6% | +51.7% | +50.1% |
| YTD | +41.5% | +3.3% | +38.1% | +35.6% |
| 1Y | +32.8% | +20.2% | +12.6% | +15.4% |
| 3Y | +335.9% | -3.2% | +339.1% | +330.5% |
| 5Y | +113.8% | +2.2% | +111.6% | +95.7% |
| All | +1,449.6% | +32.7% | +1,416.8% | +1,300.8% |
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