+10.2%
ORCL vs FTV
+33.2%
-22.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -18.8% | +15.7% | -34.5% | -23.0% |
| 3M | -18.8% | +7.5% | -26.3% | -21.0% |
| 6M | -39.7% | +8.5% | -48.2% | -41.8% |
| YTD | -39.6% | +18.8% | -58.4% | -44.0% |
| 1Y | -51.7% | +28.5% | -80.3% | -57.0% |
| 3Y | +10.2% | +34.0% | -23.8% | +2.0% |
| All | +10.2% | +33.2% | -22.9% | +2.0% |
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