-31.1%
ORCL vs FTV
+19.1%
-50.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.4% |
| 7D | +15.0% | -0.4% | +15.4% | +15.0% |
| 30D | +10.5% | -8.3% | +18.9% | +10.6% |
| 3M | -23.0% | -7.4% | -15.6% | -22.7% |
| 6M | +7.0% | -1.2% | +8.2% | +6.9% |
| YTD | -15.8% | +2.7% | -18.5% | -13.8% |
| 1Y | -31.1% | +18.4% | -49.5% | -22.3% |
| All | -31.1% | +19.1% | -50.2% | -22.3% |
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