-87.0%
OPEN vs FTV
+58.5%
-145.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.1% | -21.7% | -21.7% |
| 7D | -22.2% | +0.2% | -22.4% | -22.0% |
| 30D | -38.3% | +15.7% | -54.0% | -47.5% |
| 3M | -59.4% | +7.5% | -66.9% | -62.5% |
| 6M | -74.4% | +8.5% | -82.8% | -77.1% |
| YTD | -76.0% | +18.8% | -94.8% | -81.2% |
| 1Y | -78.7% | +28.5% | -107.2% | -85.0% |
| 3Y | -30.0% | +34.0% | -64.0% | -52.5% |
| 5Y | -93.7% | +12.6% | -106.3% | -95.3% |
| All | -87.0% | +58.5% | -145.6% | -91.5% |
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