-49.5%
ORCL vs FTV
+37.8%
-87.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.3% |
| 7D | -14.4% | +6.6% | -21.0% | -15.3% |
| 30D | -12.8% | +19.1% | -31.9% | -15.2% |
| 3M | -14.8% | +13.1% | -27.9% | -16.8% |
| 6M | -30.9% | +14.0% | -44.9% | -32.4% |
| YTD | -35.7% | +24.2% | -59.9% | -36.3% |
| 1Y | -49.5% | +36.4% | -85.8% | -44.7% |
| All | -49.5% | +37.8% | -87.3% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling