+116.5%
NI vs FTV
+89.3%
+27.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -1.7% | -8.3% | +6.6% | +0.7% |
| 3M | -8.0% | -7.4% | -0.6% | -6.3% |
| 6M | -8.6% | -1.2% | -7.4% | -8.8% |
| YTD | +2.3% | +2.7% | -0.4% | +0.5% |
| 1Y | +6.9% | +18.4% | -11.5% | +0.5% |
| 3Y | +70.6% | -2.0% | +72.6% | +66.9% |
| 5Y | +96.4% | +3.4% | +93.0% | +85.8% |
| 10Y | +136.1% | +78.5% | +57.6% | +84.0% |
| All | +116.5% | +89.3% | +27.2% | +70.5% |
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