+13.8%
ORCL vs FTV
+39.2%
-25.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +3.9% | +4.1% | +6.4% |
| 30D | -4.0% | +18.7% | -22.6% | -9.9% |
| 3M | -19.5% | +10.0% | -29.5% | -22.3% |
| 6M | -33.5% | +14.6% | -48.0% | -37.1% |
| YTD | -34.8% | +23.4% | -58.3% | -40.4% |
| 1Y | -41.6% | +31.3% | -72.9% | -48.3% |
| 3Y | +13.8% | +39.8% | -26.0% | +3.6% |
| All | +13.8% | +39.2% | -25.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling