+17.9%
NOW vs FTV
-0.9%
+18.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.4% | -4.5% | +2.1% | -0.3% |
| 30D | +20.5% | -7.1% | +27.6% | +24.5% |
| 3M | +18.3% | -7.2% | +25.5% | +21.6% |
| 6M | +24.1% | -1.5% | +25.6% | +23.3% |
| YTD | -7.8% | +3.5% | -11.3% | -11.1% |
| 1Y | -21.4% | +20.3% | -41.7% | -31.0% |
| All | +17.9% | -0.9% | +18.8% | +17.8% |
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 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