+40.6%
O vs FTV
+127.5%
-86.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | +9.4% | +18.3% | -8.9% | +2.2% |
| 3M | -2.4% | +10.2% | -12.6% | -6.3% |
| 6M | -1.9% | +12.8% | -14.7% | -7.1% |
| YTD | +10.5% | +23.4% | -12.9% | -0.3% |
| 1Y | +10.0% | +31.4% | -21.5% | -3.5% |
| 3Y | +40.5% | +38.7% | +1.8% | +16.1% |
| 5Y | +10.2% | +18.6% | -8.4% | -3.7% |
| 10Y | +82.5% | +110.1% | -27.7% | +15.1% |
| All | +40.6% | +127.5% | -86.9% | -11.6% |
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