+91.4%
ORCL vs FTV
+2.3%
+89.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +5.3% | -4.5% | +9.7% | +7.4% |
| 30D | +10.0% | -7.1% | +17.0% | +13.6% |
| 3M | -32.6% | -7.2% | -25.4% | -30.7% |
| 6M | +4.9% | -1.5% | +6.4% | +4.8% |
| YTD | -17.8% | +3.5% | -21.2% | -20.3% |
| 1Y | -28.0% | +20.3% | -48.3% | -36.0% |
| 3Y | +36.0% | -3.1% | +39.1% | +34.4% |
| All | +91.4% | +2.3% | +89.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling