+13.7%
O vs FTV
+4.3%
+9.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.0% | -8.3% | +6.4% | -0.1% |
| 3M | +3.0% | -7.4% | +10.4% | +4.5% |
| 6M | -3.6% | -1.2% | -2.4% | -3.8% |
| YTD | +12.1% | +2.7% | +9.4% | +10.3% |
| 1Y | +8.9% | +18.4% | -9.6% | +3.1% |
| 3Y | +30.3% | -2.0% | +32.4% | +27.8% |
| 5Y | +13.7% | +3.4% | +10.3% | +5.9% |
| All | +13.7% | +4.3% | +9.4% | +5.9% |
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