+103.1%
NI vs FTV
+39.2%
+63.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | +3.9% | +0.4% | +3.7% |
| 30D | +12.4% | +18.7% | -6.3% | +9.7% |
| 3M | +10.2% | +10.0% | +0.2% | +8.6% |
| 6M | -0.8% | +14.6% | -15.4% | -2.8% |
| YTD | +13.2% | +23.4% | -10.2% | +9.3% |
| 1Y | +10.1% | +31.3% | -21.2% | +5.1% |
| 3Y | +103.1% | +39.8% | +63.3% | +79.4% |
| All | +103.1% | +39.2% | +63.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling