-70.8%
OPEN vs FTV
+38.1%
-108.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.7% |
| 7D | -4.3% | -4.5% | +0.2% | +0.9% |
| 30D | -16.2% | -7.1% | -9.2% | -9.1% |
| 3M | -36.4% | -7.2% | -29.2% | -32.0% |
| 6M | -35.5% | -1.5% | -33.9% | -36.3% |
| YTD | -46.0% | +3.5% | -49.4% | -50.7% |
| 1Y | -47.1% | +20.3% | -67.5% | -60.2% |
| 3Y | -19.0% | -3.1% | -15.9% | -19.3% |
| 5Y | -83.6% | +2.3% | -85.9% | -85.7% |
| All | -70.8% | +38.1% | -108.9% | -77.8% |
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 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